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Derivatives




Quanto Swaption


An swaption that gives the holder, already a counterparty to a quanto swap, the right, without the obligation, to cancel the swap at some preset time(s) in the future. This structure may entail that the options holder pay some sort of a premium or exercise fee to the options seller.

The quanto swaption also refers to an option contract that allows the holder to enter into a quanto swap at a certain future date.



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Derivatives have increasingly become very important tools in finance over the last three decades. Many different types of derivatives are now traded actively on ...
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