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Quanto_Forward_Start_Option

Quanto Forward Start Option is a Tradable that represents a Forward Start Option, with the difference that the payoff is not vanilla but rather that of a Quanto Option

The following features are currently not supported by QuantLib.
Bermudan exercise style, barriers, discrete dividends/storage costs.

The pricing methodology is specified in
Model[Quanto Forward Start Option]

The following QuantLib issues have been identified:
Issue::QuantoForwardStartOption_Payoff_VanillaOnly