Quanto Fwd Start Option


Quanto Fwd Start Option is a direct subtype of Exotic Option
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with functions Quanto Fwd Start Option Functions, keys Quanto Fwd Start Option keys and example object QFwdStartOpt

TYPE INCLUSION RELATIONSHIPS

Exotic Option

Quanto Fwd Start Option

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Domestic Currency

Settle FX Rate

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TYPICAL OBJECTS OF TYPE Quanto Fwd Start Option

QFwdStartOpt

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This type 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]