A cross-currency, cash-settled futures contract which has an underlying denominated in one currency (e.g., a foreign currency) and is settled...
An option (particularly a currency-protected option) whose underlying asset is measured in one currency and the payoff is quoted in...
A credit default swap (CDS) in which the swap premium payments, and/or the cashflows in the case of default, are not in the same currency,...
A type of market risk that arises from unfavorable changes in the correlation between the price of an asset underlying a quanto option and the volatility...
The difference between the CDS quotes in one currency and another. This spread could trade as a standalone product. For example, a...
A quanto spread that is constructed using two forward rates. It is mainly used to hedge quanto risk in the interdealer market. This spread can be...
A quantoed option whose payoff is determined based on a contractually agreed exchange rate and the difference between the strike price and the sport price (spot...