A quanto option pays a payoff computed on a foreign asset in the foreign currency’s units but settled in the domestic currency at a fixed exchange rate: for instance dollars per index point of a yen index.
Quantitative Finance · Glossaire
Quantitative Finance · Glossaire
A quanto option pays a payoff computed on a foreign asset in the foreign currency’s units but settled in the domestic currency at a fixed exchange rate: for instance dollars per index point of a yen index.