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Basket Currency Put Option

A basket currency option that constitutes a put on a collection (basket) of currencies treated together as a portfolio. A...

Basket Currency Call Option

A basket currency option that constitutes a call on a collection (basket) of currencies treated together as a portfolio. A...

AON Exercise

It stands for all-or-none exercise; a style of exercise for options whereby the holder cannot exercise only on part of...

Basket Currency Option

An option that combines the features of both currency options and basket options. By definition, it is a put or...