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Quanto product
       
 
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Quanto product

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Quanto product
An asset or liability denominated in a Currency other than that in which it is usually traded, typically Equity index futures, Equity index options, Bond options and Interest rate swaps (differential swaps). Quanto products can be hedged with an offsetting Position in a Local Currency product. Variable asset and foreign Exchange exposures Will arise with changes in the foreign Exchange rate and in the Underlying, so the structures must be continually dynamically hedged in a similar fashion to Option products.

See also guaranteed Exchange rate Option, joint Option
Posted by  Privatebanking.com
 
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