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Quanto Derivative

A financial derivative that converts underlying asset prices into units of the payoff currency (a currency in which the derivative's...

QFRAN

It stands for quanto floating range accrual note; a range accrual note (RAN) that has a floating reference for the...

Quanto Floating Range Accrual Note

A range accrual note (RAN) that has a floating reference for the in/ out range payments denominated in a foreign...

Self-Quanto Forward

A quanto forward whose payoff is directly converted into an amount denominated in a currency (e.g., a foreign currency) other...

Quanto Leg

A swap leg, normally floating, where the currency denominating the notional principal (NPA) upon which the floating payments are based...

Quanto Product

A financial product (e.g., quanto option, quanto cap, etc.) that converts underlying asset prices into units of the payoff currency...

Quanto Basket

A collection of assets in which one or more of the assets are traded in a currency different from that...

Quantoed Call Option

A quantoed option whose payoff is determined based on a contractually agreed exchange rate and the difference between the sport...

Quanto Constant Maturity Swap

A multi-currency derivative (a quanto rate exotic) that constitutes a constant maturity swap (CMS) in which the floating leg is...

Quanto Callable RAN

A callable range accrual note (callable RAN) in which the coupon depends on the daily fixing of a foreign reference...