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Quanto Forward Contract

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

Joint Quanto

A type of quanto option whose value depends on the spot exchange rate at expiration date relative to a guaranteed...

Self-Quanto Option

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

Quanto Default Swap

A credit default swap (CDS) in which the swap premium payments, and/or the cashflows in the case of default, are...

Quanto CDS Spread

The premium differential (CDS premium) between credit default swaps (CDS) that have the same reference entities (reference assets) but differ...

Quanto Swaption

An swaption that gives the holder, already a counterparty to a quanto swap, the right, without the obligation, to cancel...

Quanto Put

A quanto option which gives the holder the right to sell a foreign asset (e.g., a share of stock) and...

Quanto Forward Rate Agreement

A forward rate agreement (FRA) in which the notional principal amount is denominated in a currency other than the currency...

Quanto Equity Swap

A swap that pays the return on a foreign equity investment (like a share of stock) against payment based on...

Quanto Call

A quanto option which gives the holder the right to buy a foreign asset (e.g., a share of stock) and...