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Guaranteed Exchange Rate Option

An option in which a predetermined exchange rate is applied to convert the final settlement value of the option into…

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 Asian Option

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

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...

Quanto Forward Starting Floating Strike Option

A combination of three options: a quanto option, a forward starting option, and a floating strike Asian option. More specifically,...

Quanto Forward Starting Fixed Strike Option

A combination of three options: a quanto option, a forward starting option, and a floating strike Asian option. More specifically,...

Quanto Barrier Option

An exotic barrier option whose payoff is often paid in a currency other than the underlying currency pair. For instance...

Quantoed Option

A type of FX option whose payoff is determined based on a contractually agreed exchange rate and the difference between...