FX Payoff


Key FX Payoff in
FX Option refers to the payoff formula that defines the amount paid at option expiry.
Expects an object of type
Payoff
The strike quote in that object's key Strike or Strike2 refers to either the currency ratio BASE/QUOTE or QUOTE/BASE, where BASE and QUOTE are the base and quote currencies respectively defined in
FX
The boolean entry
Strike in FX Terms defines which of the two ratios is assumed.
A similar interpretation applies on that object's key Cash in case it is used.