Quanto Fwd Start Option


Quanto Fwd Start Option is a
direct subtype of Exotic Option with functions Quanto Fwd Start Option Functions, keys Quanto Fwd Start Option keys and example object QFwdStartOpt that represents a specialization where 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 Fwd Start Option]