Payoff Ccy


Key Payoff Ccy of function
Terminal Payoff in FX Optionrefers to an optional entry that determines the denomination currency of the returned payoff amounts.
It expects an object of type
Currency, which must equal either the base currency BASE or the quote currency QUOTE of the ratio BASE/QUOTE defined in the FX element of the caller FX Option.
If omitted, the default is the currency in which the strike is paid (also known as "account" currency) in exchange of the option's underlying currency.