I doubt that is available anywhere, but you just gave me an idea for my senior electrical engineering design project! I could build something like what you're talking about and output it to an iphone app. It could measure apparent wind and then with that and the gps velocity, calculate wind velocity. With that, you could also calculate headers and lifts.
Sorry for hijacking your thread. Maybe there is something available out there? I know of the velocitek speed puck but that doesn't have an anemometer.
Don't forget to include damping / averaging to account for pitching and other movements of the mast tip.
There is a standard communications protocol for marine instrument data, but it may not cover wireless transmissions (NEMA). For use on the boat, Bluetooth is probably better than WiFi since it takes less power, but I don't know if the range is sufficient.
To answer the OP's question though - there are such items, but they are meant for much bigger boats and come with a very hefty price tag.http://www.apsltd.com/c-4207-tacktick-m ... eries.aspx