quant-opts 0.1.0

High-performance Rust library for option pricing and risk
Documentation 
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<!doctype html>
<html lang="en">
<head>
  <meta charset="UTF-8" />
  <meta name="viewport" content="width=device-width, initial-scale=1.0" />
  <title>quant-opts WASM – Vanilla JS</title>
</head>
<body>
  <h1>quant-opts WASM – Vanilla JS</h1>
  <form id="form">
    <label>Spot <input id="spot" type="number" step="0.01" value="105" /></label><br>
    <label>Strike <input id="strike" type="number" step="0.01" value="100" /></label><br>
    <label>Maturity (years) <input id="mat" type="number" step="0.001" value="0.25" /></label><br>
    <label>Rate <input id="rate" type="number" step="0.0001" value="0.03" /></label><br>
    <label>Dividend <input id="div" type="number" step="0.0001" value="0.01" /></label><br>
    <label>Volatility <input id="vol" type="number" step="0.0001" value="0.22" /></label><br>
    <button type="submit">Compute price</button>
  </form>
  <pre id="output">Loading WASM…</pre>

  <script type="module">
    import init, { price_call_bs } from '../../target/wasm/pkg-web/wasm_api.js';

    const output = document.getElementById('output');
    await init();
    output.textContent = 'WASM loaded. Edit inputs and click compute.';

    document.getElementById('form').addEventListener('submit', (e) => {
      e.preventDefault();
      const spot = parseFloat(document.getElementById('spot').value);
      const strike = parseFloat(document.getElementById('strike').value);
      const mat = parseFloat(document.getElementById('mat').value);
      const rate = parseFloat(document.getElementById('rate').value);
      const div = parseFloat(document.getElementById('div').value);
      const vol = parseFloat(document.getElementById('vol').value);
      try {
        const price = price_call_bs(spot, strike, mat, rate, div, vol);
        output.textContent = `Call price: ${price.toFixed(6)}`;
      } catch (err) {
        output.textContent = `Error: ${err}`;
      }
    });
  </script>
</body>
</html>