diff --git a/finlib-wasm/js-local/bootstrap.js b/finlib-wasm/js-local/bootstrap.js
new file mode 100644
index 0000000..c9c7c75
--- /dev/null
+++ b/finlib-wasm/js-local/bootstrap.js
@@ -0,0 +1,5 @@
+// A dependency graph that contains any wasm must all be imported
+// asynchronously. This `bootstrap.js` file does the single async import, so
+// that no one else needs to worry about it again.
+import("./index.js")
+ .catch(e => console.error("Error importing `index.js`:", e));
diff --git a/finlib-wasm/js-local/index.html b/finlib-wasm/js-local/index.html
new file mode 100644
index 0000000..5b91294
--- /dev/null
+++ b/finlib-wasm/js-local/index.html
@@ -0,0 +1,14 @@
+<!DOCTYPE html>
+<html>
+
+<head>
+ <meta charset="utf-8">
+ <meta name="viewport" content="width=device-width, initial-scale=1.0">
+ <title>finlib</title>
+</head>
+<body>
+
+<script src="./bootstrap.js"></script>
+</body>
+
+</html>
\ No newline at end of file
diff --git a/finlib-wasm/js-local/index.js b/finlib-wasm/js-local/index.js
new file mode 100644
index 0000000..11fd2bd
--- /dev/null
+++ b/finlib-wasm/js-local/index.js
@@ -0,0 +1,4 @@
+import { ValueAtRisk } from "finlib";
+
+console.log(ValueAtRisk.varcovar([1, 2, 3, 4], 0.1));
+console.log(ValueAtRisk.varcovar([1, 2, 3, 4], 0.05));
diff --git a/finlib-wasm/js-local/package.json b/finlib-wasm/js-local/package.json
new file mode 100644
index 0000000..2422e4a
--- /dev/null
+++ b/finlib-wasm/js-local/package.json
@@ -0,0 +1,23 @@
+{
+ "name": "finlib-test",
+ "version": "1.0.0",
+ "main": "index.js",
+ "scripts": {
+ "build": "webpack --config webpack.prod.js --env production",
+ "devbuild": "webpack --config webpack.dev.js",
+ "start": "webpack serve --config webpack.dev.js --progress"
+ },
+ "dependencies": {
+ "finlib": "file:../pkg"
+ },
+ "author": "",
+ "license": "ISC",
+ "description": "",
+ "devDependencies": {
+ "copy-webpack-plugin": "^11.0.0",
+ "webpack": "^5.88.2",
+ "webpack-cli": "^5.1.4",
+ "webpack-dev-server": "^4.15.1",
+ "webpack-merge": "^5.9.0"
+ }
+}
diff --git a/finlib-wasm/js-local/webpack.common.js b/finlib-wasm/js-local/webpack.common.js
new file mode 100644
index 0000000..8a84006
--- /dev/null
+++ b/finlib-wasm/js-local/webpack.common.js
@@ -0,0 +1,22 @@
+const CopyWebpackPlugin = require("copy-webpack-plugin");
+const path = require('path');
+
+module.exports = {
+ entry: "./bootstrap.js",
+ output: {
+ path: path.resolve(__dirname, "dist"),
+ filename: "bootstrap.js",
+ },
+ experiments: {
+ asyncWebAssembly: true
+ },
+ plugins: [
+ new CopyWebpackPlugin({
+ patterns: [
+ {
+ from: path.resolve(__dirname, "index.html")
+ }
+ ]
+ })
+ ],
+};
diff --git a/finlib-wasm/js-local/webpack.dev.js b/finlib-wasm/js-local/webpack.dev.js
new file mode 100644
index 0000000..958485e
--- /dev/null
+++ b/finlib-wasm/js-local/webpack.dev.js
@@ -0,0 +1,8 @@
+const { merge } = require('webpack-merge');
+const common = require('./webpack.common.js');
+
+module.exports = merge(common, {
+ mode: 'development',
+ devtool: 'inline-source-map',
+ watch: true
+});
\ No newline at end of file
diff --git a/finlib-wasm/js-local/webpack.prod.js b/finlib-wasm/js-local/webpack.prod.js
new file mode 100644
index 0000000..1958c4f
--- /dev/null
+++ b/finlib-wasm/js-local/webpack.prod.js
@@ -0,0 +1,7 @@
+const { merge } = require('webpack-merge');
+const common = require('./webpack.common.js');
+
+module.exports = merge(common, {
+ mode: 'production',
+ devtool: 'source-map'
+});
\ No newline at end of file
diff --git a/finlib-wasm/js-repo/bootstrap.js b/finlib-wasm/js-repo/bootstrap.js
new file mode 100644
index 0000000..c9c7c75
--- /dev/null
+++ b/finlib-wasm/js-repo/bootstrap.js
@@ -0,0 +1,5 @@
+// A dependency graph that contains any wasm must all be imported
+// asynchronously. This `bootstrap.js` file does the single async import, so
+// that no one else needs to worry about it again.
+import("./index.js")
+ .catch(e => console.error("Error importing `index.js`:", e));
diff --git a/finlib-wasm/js-repo/index.html b/finlib-wasm/js-repo/index.html
new file mode 100644
index 0000000..5b91294
--- /dev/null
+++ b/finlib-wasm/js-repo/index.html
@@ -0,0 +1,14 @@
+<!DOCTYPE html>
+<html>
+
+<head>
+ <meta charset="utf-8">
+ <meta name="viewport" content="width=device-width, initial-scale=1.0">
+ <title>finlib</title>
+</head>
+<body>
+
+<script src="./bootstrap.js"></script>
+</body>
+
+</html>
\ No newline at end of file
diff --git a/finlib-wasm/js-repo/index.js b/finlib-wasm/js-repo/index.js
new file mode 100644
index 0000000..11fd2bd
--- /dev/null
+++ b/finlib-wasm/js-repo/index.js
@@ -0,0 +1,4 @@
+import { ValueAtRisk } from "finlib";
+
+console.log(ValueAtRisk.varcovar([1, 2, 3, 4], 0.1));
+console.log(ValueAtRisk.varcovar([1, 2, 3, 4], 0.05));
diff --git a/finlib-wasm/js-repo/package.json b/finlib-wasm/js-repo/package.json
new file mode 100644
index 0000000..eb575e7
--- /dev/null
+++ b/finlib-wasm/js-repo/package.json
@@ -0,0 +1,23 @@
+{
+ "name": "finlib-test",
+ "version": "1.0.0",
+ "main": "index.js",
+ "scripts": {
+ "build": "webpack --config webpack.prod.js --env production",
+ "devbuild": "webpack --config webpack.dev.js",
+ "start": "webpack serve --config webpack.dev.js --progress"
+ },
+ "dependencies": {
+ "@sarsoo/finlib": "0.0.1"
+ },
+ "author": "",
+ "license": "ISC",
+ "description": "",
+ "devDependencies": {
+ "copy-webpack-plugin": "^11.0.0",
+ "webpack": "^5.88.2",
+ "webpack-cli": "^5.1.4",
+ "webpack-dev-server": "^4.15.1",
+ "webpack-merge": "^5.9.0"
+ }
+}
diff --git a/finlib-wasm/js-repo/webpack.common.js b/finlib-wasm/js-repo/webpack.common.js
new file mode 100644
index 0000000..8a84006
--- /dev/null
+++ b/finlib-wasm/js-repo/webpack.common.js
@@ -0,0 +1,22 @@
+const CopyWebpackPlugin = require("copy-webpack-plugin");
+const path = require('path');
+
+module.exports = {
+ entry: "./bootstrap.js",
+ output: {
+ path: path.resolve(__dirname, "dist"),
+ filename: "bootstrap.js",
+ },
+ experiments: {
+ asyncWebAssembly: true
+ },
+ plugins: [
+ new CopyWebpackPlugin({
+ patterns: [
+ {
+ from: path.resolve(__dirname, "index.html")
+ }
+ ]
+ })
+ ],
+};
diff --git a/finlib-wasm/js-repo/webpack.dev.js b/finlib-wasm/js-repo/webpack.dev.js
new file mode 100644
index 0000000..958485e
--- /dev/null
+++ b/finlib-wasm/js-repo/webpack.dev.js
@@ -0,0 +1,8 @@
+const { merge } = require('webpack-merge');
+const common = require('./webpack.common.js');
+
+module.exports = merge(common, {
+ mode: 'development',
+ devtool: 'inline-source-map',
+ watch: true
+});
\ No newline at end of file
diff --git a/finlib-wasm/js-repo/webpack.prod.js b/finlib-wasm/js-repo/webpack.prod.js
new file mode 100644
index 0000000..1958c4f
--- /dev/null
+++ b/finlib-wasm/js-repo/webpack.prod.js
@@ -0,0 +1,7 @@
+const { merge } = require('webpack-merge');
+const common = require('./webpack.common.js');
+
+module.exports = merge(common, {
+ mode: 'production',
+ devtool: 'source-map'
+});
\ No newline at end of file
diff --git a/finlib-wasm/js/index.js b/finlib-wasm/js/index.js
deleted file mode 100644
index e69de29..0000000
diff --git a/finlib-wasm/js/package.json b/finlib-wasm/js/package.json
deleted file mode 100644
index fbf570b..0000000
--- a/finlib-wasm/js/package.json
+++ /dev/null
@@ -1,14 +0,0 @@
-{
- "name": "finlib",
- "version": "1.0.0",
- "main": "index.js",
- "scripts": {
- "test": "echo \"Error: no test specified\" && exit 1"
- },
- "dependencies": {
- "draught": "file:../pkg"
- },
- "author": "",
- "license": "ISC",
- "description": ""
-}
diff --git a/finlib-wasm/rename-pkg.sh b/finlib-wasm/rename-pkg.sh
index 7979734..48734f9 100755
--- a/finlib-wasm/rename-pkg.sh
+++ b/finlib-wasm/rename-pkg.sh
@@ -1 +1 @@
-sed -i -e 's/"name": "finlib-wasm"/"name": "finlib"/g' pkg/package.json
\ No newline at end of file
+sed -i -e 's/"name": "finlib-wasm"/"name": "@sarsoo\/finlib"/g' pkg/package.json
\ No newline at end of file
diff --git a/finlib-wasm/src/lib.rs b/finlib-wasm/src/lib.rs
index 1445120..41b63f6 100644
--- a/finlib-wasm/src/lib.rs
+++ b/finlib-wasm/src/lib.rs
@@ -1,11 +1,35 @@
use wasm_bindgen::prelude::wasm_bindgen;
#[wasm_bindgen]
-pub fn compound(principal: f64, rate: f64, time: f64, n: f64) -> f64 {
- finlib::interest::compound(principal, rate, time, n)
+pub struct Interest { }
+
+#[wasm_bindgen]
+impl Interest {
+ pub fn compound(principal: f64, rate: f64, time: f64, n: f64) -> f64 {
+ finlib::interest::compound(principal, rate, time, n)
+ }
}
#[wasm_bindgen]
-pub fn covariance(slice: Vec<f64>, slice_two: Vec<f64>) -> Option<f64> {
- finlib::stats::covariance(&slice, &slice_two)
-}
\ No newline at end of file
+pub struct ValueAtRisk { }
+
+#[wasm_bindgen]
+impl ValueAtRisk {
+ pub fn historical(values: Vec<f64>, confidence: f64) -> f64 {
+ finlib::risk::var::historical::value_at_risk(&values, confidence)
+ }
+
+ pub fn varcovar(values: Vec<f64>, confidence: f64) -> f64 {
+ finlib::risk::var::varcovar::value_at_risk(&values, confidence)
+ }
+}
+
+#[wasm_bindgen]
+pub struct Stats { }
+
+#[wasm_bindgen]
+impl Stats {
+ pub fn covariance(slice: Vec<f64>, slice_two: Vec<f64>) -> Option<f64> {
+ finlib::stats::covariance(&slice, &slice_two)
+ }
+}