Model[Quanto Option]


"Model[Quanto Option]" is a special type of
Model with functions Model[Quanto Option] Functions, keys Model[Quanto Option] keys and example object QOptMdl that represents all modelling assumptions needed in valuation algorithms concerning objects of type Quanto Option.
The pricing succeeds by any of 8 different methods listed in
Quanto Option Pricing Methods

The following quantities may be also calculated and reported along the price.
List of valid values:
Delta
Refers to the output of QuantLib's delta function.


Gamma
Refers to the output of QuantLib's gamma function.


Price
The output is a number that represents the price of the referenced tradable, which is the present value of all expected future cash flows, whereby "today" represents the currently set global valuation (trade) date or its overwrite through the
As Of.
The cash flows occurring on the trade date are included only if
Trade Date CFs is set to TRUE


Theta
Refers to the output of QuantLib's theta function.