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Quantitative Finance · Begrippenlijst

Wat is Option cut?

Definition 17.6 Markets II: Rates, FX and Credit · Hoofdstuk 17 — Fixings and Flows

An option cut is the time of day at which an FX option expires: most commonly 10:00 New York time (the New York cut) or 15:00 Tokyo time (the Tokyo cut).

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