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Quanto Swaplet

A swaplet that constitutes an agreement in which one counterparty makes floating rate payments based on a foreign forward rate...

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...

Currency Protected Size Option

A quanto that is combined with other exotic options in various ways, depending on the investor's view and requirements of...

Quanto Hybrid

A quanto that is combined with other exotic options in various ways, depending on the investor's view and requirements of...

QES

It stands for quanto equity swap; a swap that pays the return on a foreign equity investment (like a share...

Quanto Forward

A forward contract which allows the holder to receive an unidentified amount of the underlying, depending on a price denominated...

Quanto Equity Option

An exotic option that combines the features of a quanto option and an equity option. The payoff of a quanto...

Quadratic Option

A quanto option in which the terminal payoff is denominated in a foreign currency, instead of the domestic one (the...

European-Style Quanto Digital

A quanto digital option that can only be exercised at its expiration date. It pays the difference between the spot...