Add WASM

pkg/package.json

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+{
+  "name": "simd_vol",
+  "version": "0.1.0",
+  "files": [
+    "simd_vol_bg.wasm",
+    "simd_vol.js",
+    "simd_vol.d.ts"
+  ],
+  "module": "simd_vol.js",
+  "types": "simd_vol.d.ts",
+  "sideEffects": [
+    "./snippets/*"
+  ]
+}

pkg/simd_vol.d.ts

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+/* tslint:disable */
+/* eslint-disable */
+/**
+* @param {OptionDir} option_dir
+* @param {Float32Array} price
+* @param {Float32Array} spot
+* @param {Float32Array} strike
+* @param {Float32Array} risk_free_rate
+* @param {Float32Array} dividend_yield
+* @param {Float32Array} years_to_expiry
+* @param {number} max_iterations
+* @param {number} threshold
+* @returns {Float32Array}
+*/
+export function implied_vol(option_dir: OptionDir, price: Float32Array, spot: Float32Array, strike: Float32Array, risk_free_rate: Float32Array, dividend_yield: Float32Array, years_to_expiry: Float32Array, max_iterations: number, threshold: number): Float32Array;
+/**
+* Specify whether an option is put or call
+*/
+export enum OptionDir {
+  CALL = 2,
+  PUT = 1,
+}
+
+export type InitInput = RequestInfo | URL | Response | BufferSource | WebAssembly.Module;
+
+export interface InitOutput {
+  readonly memory: WebAssembly.Memory;
+  readonly implied_vol: (a: number, b: number, c: number, d: number, e: number, f: number, g: number, h: number, i: number, j: number, k: number, l: number, m: number, n: number, o: number, p: number) => void;
+  readonly __wbindgen_add_to_stack_pointer: (a: number) => number;
+  readonly __wbindgen_malloc: (a: number, b: number) => number;
+  readonly __wbindgen_free: (a: number, b: number, c: number) => void;
+}
+
+export type SyncInitInput = BufferSource | WebAssembly.Module;
+/**
+* Instantiates the given `module`, which can either be bytes or
+* a precompiled `WebAssembly.Module`.
+*
+* @param {SyncInitInput} module
+*
+* @returns {InitOutput}
+*/
+export function initSync(module: SyncInitInput): InitOutput;
+
+/**
+* If `module_or_path` is {RequestInfo} or {URL}, makes a request and
+* for everything else, calls `WebAssembly.instantiate` directly.
+*
+* @param {InitInput | Promise<InitInput>} module_or_path
+*
+* @returns {Promise<InitOutput>}
+*/
+export default function __wbg_init (module_or_path?: InitInput | Promise<InitInput>): Promise<InitOutput>;

pkg/simd_vol.js

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+let wasm;
+
+const cachedTextDecoder = (typeof TextDecoder !== 'undefined' ? new TextDecoder('utf-8', { ignoreBOM: true, fatal: true }) : { decode: () => { throw Error('TextDecoder not available') } } );
+
+if (typeof TextDecoder !== 'undefined') { cachedTextDecoder.decode(); };
+
+let cachedUint8Memory0 = null;
+
+function getUint8Memory0() {
+    if (cachedUint8Memory0 === null || cachedUint8Memory0.byteLength === 0) {
+        cachedUint8Memory0 = new Uint8Array(wasm.memory.buffer);
+    }
+    return cachedUint8Memory0;
+}
+
+function getStringFromWasm0(ptr, len) {
+    ptr = ptr >>> 0;
+    return cachedTextDecoder.decode(getUint8Memory0().subarray(ptr, ptr + len));
+}
+
+let cachedFloat32Memory0 = null;
+
+function getFloat32Memory0() {
+    if (cachedFloat32Memory0 === null || cachedFloat32Memory0.byteLength === 0) {
+        cachedFloat32Memory0 = new Float32Array(wasm.memory.buffer);
+    }
+    return cachedFloat32Memory0;
+}
+
+let WASM_VECTOR_LEN = 0;
+
+function passArrayF32ToWasm0(arg, malloc) {
+    const ptr = malloc(arg.length * 4, 4) >>> 0;
+    getFloat32Memory0().set(arg, ptr / 4);
+    WASM_VECTOR_LEN = arg.length;
+    return ptr;
+}
+
+let cachedInt32Memory0 = null;
+
+function getInt32Memory0() {
+    if (cachedInt32Memory0 === null || cachedInt32Memory0.byteLength === 0) {
+        cachedInt32Memory0 = new Int32Array(wasm.memory.buffer);
+    }
+    return cachedInt32Memory0;
+}
+
+function getArrayF32FromWasm0(ptr, len) {
+    ptr = ptr >>> 0;
+    return getFloat32Memory0().subarray(ptr / 4, ptr / 4 + len);
+}
+/**
+* @param {OptionDir} option_dir
+* @param {Float32Array} price
+* @param {Float32Array} spot
+* @param {Float32Array} strike
+* @param {Float32Array} risk_free_rate
+* @param {Float32Array} dividend_yield
+* @param {Float32Array} years_to_expiry
+* @param {number} max_iterations
+* @param {number} threshold
+* @returns {Float32Array}
+*/
+export function implied_vol(option_dir, price, spot, strike, risk_free_rate, dividend_yield, years_to_expiry, max_iterations, threshold) {
+    try {
+        const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+        const ptr0 = passArrayF32ToWasm0(price, wasm.__wbindgen_malloc);
+        const len0 = WASM_VECTOR_LEN;
+        const ptr1 = passArrayF32ToWasm0(spot, wasm.__wbindgen_malloc);
+        const len1 = WASM_VECTOR_LEN;
+        const ptr2 = passArrayF32ToWasm0(strike, wasm.__wbindgen_malloc);
+        const len2 = WASM_VECTOR_LEN;
+        const ptr3 = passArrayF32ToWasm0(risk_free_rate, wasm.__wbindgen_malloc);
+        const len3 = WASM_VECTOR_LEN;
+        const ptr4 = passArrayF32ToWasm0(dividend_yield, wasm.__wbindgen_malloc);
+        const len4 = WASM_VECTOR_LEN;
+        const ptr5 = passArrayF32ToWasm0(years_to_expiry, wasm.__wbindgen_malloc);
+        const len5 = WASM_VECTOR_LEN;
+        wasm.implied_vol(retptr, option_dir, ptr0, len0, ptr1, len1, ptr2, len2, ptr3, len3, ptr4, len4, ptr5, len5, max_iterations, threshold);
+        var r0 = getInt32Memory0()[retptr / 4 + 0];
+        var r1 = getInt32Memory0()[retptr / 4 + 1];
+        var v7 = getArrayF32FromWasm0(r0, r1).slice();
+        wasm.__wbindgen_free(r0, r1 * 4, 4);
+        return v7;
+    } finally {
+        wasm.__wbindgen_add_to_stack_pointer(16);
+    }
+}
+
+/**
+* Specify whether an option is put or call
+*/
+export const OptionDir = Object.freeze({ CALL:2,"2":"CALL",PUT:1,"1":"PUT", });
+
+async function __wbg_load(module, imports) {
+    if (typeof Response === 'function' && module instanceof Response) {
+        if (typeof WebAssembly.instantiateStreaming === 'function') {
+            try {
+                return await WebAssembly.instantiateStreaming(module, imports);
+
+            } catch (e) {
+                if (module.headers.get('Content-Type') != 'application/wasm') {
+                    console.warn("`WebAssembly.instantiateStreaming` failed because your server does not serve wasm with `application/wasm` MIME type. Falling back to `WebAssembly.instantiate` which is slower. Original error:\n", e);
+
+                } else {
+                    throw e;
+                }
+            }
+        }
+
+        const bytes = await module.arrayBuffer();
+        return await WebAssembly.instantiate(bytes, imports);
+
+    } else {
+        const instance = await WebAssembly.instantiate(module, imports);
+
+        if (instance instanceof WebAssembly.Instance) {
+            return { instance, module };
+
+        } else {
+            return instance;
+        }
+    }
+}
+
+function __wbg_get_imports() {
+    const imports = {};
+    imports.wbg = {};
+    imports.wbg.__wbindgen_throw = function(arg0, arg1) {
+        throw new Error(getStringFromWasm0(arg0, arg1));
+    };
+
+    return imports;
+}
+
+function __wbg_init_memory(imports, maybe_memory) {
+
+}
+
+function __wbg_finalize_init(instance, module) {
+    wasm = instance.exports;
+    __wbg_init.__wbindgen_wasm_module = module;
+    cachedFloat32Memory0 = null;
+    cachedInt32Memory0 = null;
+    cachedUint8Memory0 = null;
+
+
+    return wasm;
+}
+
+function initSync(module) {
+    if (wasm !== undefined) return wasm;
+
+    const imports = __wbg_get_imports();
+
+    __wbg_init_memory(imports);
+
+    if (!(module instanceof WebAssembly.Module)) {
+        module = new WebAssembly.Module(module);
+    }
+
+    const instance = new WebAssembly.Instance(module, imports);
+
+    return __wbg_finalize_init(instance, module);
+}
+
+async function __wbg_init(input) {
+    if (wasm !== undefined) return wasm;
+
+    if (typeof input === 'undefined') {
+        input = new URL('simd_vol_bg.wasm', import.meta.url);
+    }
+    const imports = __wbg_get_imports();
+
+    if (typeof input === 'string' || (typeof Request === 'function' && input instanceof Request) || (typeof URL === 'function' && input instanceof URL)) {
+        input = fetch(input);
+    }
+
+    __wbg_init_memory(imports);
+
+    const { instance, module } = await __wbg_load(await input, imports);
+
+    return __wbg_finalize_init(instance, module);
+}
+
+export { initSync }
+export default __wbg_init;

pkg/simd_vol_bg.wasm.d.ts

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+/* tslint:disable */
+/* eslint-disable */
+export const memory: WebAssembly.Memory;
+export function implied_vol(a: number, b: number, c: number, d: number, e: number, f: number, g: number, h: number, i: number, j: number, k: number, l: number, m: number, n: number, o: number, p: number): void;
+export function __wbindgen_add_to_stack_pointer(a: number): number;
+export function __wbindgen_malloc(a: number, b: number): number;
+export function __wbindgen_free(a: number, b: number, c: number): void;