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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...

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...

Quanto Basket Digital Option

A hybrid of digital option (binary option) and quanto basket option. This option combines the quanto basket features of the...

Quanto Factor

The pre-specified exchange rate at which the payoff of a quanto option is converted at maturity from one currency (e.g.,...

Quanto Equity Forward

An equity forward that is paid in a currency other than the currency denominating its underlying equity. The quanto feature...

Quanto Asian Option

An option that results from the combination of an Asian option with a quanto option. The payoff, which is quoted...

Quanto CMS

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

Quanto Basket Option

An option whose underlying is a basket of assets that can be denominated in various currencies other than the one...

Quanto Caplet

A single component of a quanto cap. In other words, it is a caplet whose payout is payable in a...