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.,...
A multi-currency derivative (a quanto rate exotic) that constitutes a constant maturity swap (CMS) in which the floating leg is...
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 single component of a quanto floor. In other words, it is a floor whose payout is payable in a...
An interest rate floor that is paid in a currency different from the one denominating the reference rate. This structure...
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,...
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....