An option in which a predetermined exchange rate is applied to convert the final settlement value of the option into…
A hybrid of digital option (binary option) and quanto basket option. This option combines the quanto basket features of the...
The pre-specified exchange rate at which the payoff of a quanto option is converted at maturity from one currency (e.g.,...
An option that results from the combination of an Asian option with a quanto option. The payoff, which is quoted...
An option whose underlying is a basket of assets that can be denominated in various currencies other than the one...
A single component of a quanto cap. In other words, it is a caplet whose payout is payable in a...
A combination of three options: a quanto option, a forward starting option, and a floating strike Asian option. More specifically,...
A combination of three options: a quanto option, a forward starting option, and a floating strike Asian option. More specifically,...
An exotic barrier option whose payoff is often paid in a currency other than the underlying currency pair. For instance...
A type of FX option whose payoff is determined based on a contractually agreed exchange rate and the difference between...