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Quanto Hybrid

A quanto that is combined with other exotic options in various ways, depending on the investor's view and requirements of...

Quanto Straddle

A type of quanto derivatives constructed using specific kinds of derivatives such as options; it is a straddle that comes...

Q-Cap

A path-dependent interest rate option (specifically, an interest rate cap) which protects its holder against increases in total interest obligations...

QES

It stands for quanto equity swap; a swap that pays the return on a foreign equity investment (like a share...

Quattro Option

A range option that pays out at expiration an amount that is based on how many of its four defined...

Quanto Forward

A forward contract which allows the holder to receive an unidentified amount of the underlying, depending on a price denominated...

Quanto Equity Option

An exotic option that combines the features of a quanto option and an equity option. The payoff of a quanto...

Quadratic Option

A quanto option in which the terminal payoff is denominated in a foreign currency, instead of the domestic one (the...

QSD

It stands for quality spread differential; the difference in quality spread as measured at two different maturities. This difference goes...

Quanto Callable Range Accrual Note

A callable range accrual note in which the coupon depends on the daily fixing of a foreign reference index being...