solacese/rust-wasm-js-options-pricer

An options pricer implemented in Rust with a compilation step to WebAssembly via a Svelte Javascript app

rust-wasm-js-options-pricer

An options pricer implemented in Rust with a compilation step to WebAssembly via a Svelte Javascript app

There are two components to this app:

• black_scholes_option_pricer - Copied from ronniec95/black_scholes and added a few changes to allow it compile down to web-assembly
• options_pricing_web_app - A svelte app that consumes option data from Solace and makes web-assembly calls

Setup

Navigate to each of the directories above to look at the setup instruction.

To run an end-to-end application as show in the diagram below, you will need to run a rust-options-data-simulator