TERMIUM Plus^®

Fiche 1,  Justifications,  Anglais

Record number: 1, Textual support number: 1 DEF

A forward foreign exchange contract incorporated into an underlying equity option or equity swap structure which allows the investor to lock in a known foreign exchange flow and eliminate currency risk.  3, fiche 1, Anglais, - quanto

Record number: 1, Textual support number: 1 CONT

Quantos are often known as correlation products; that is, pricing of the product must incorporate not only the interest differential between the two currencies in question, but also any correlation which may exist between the currency and the underlying index.  3, fiche 1, Anglais, - quanto

Record number: 1, Textual support number: 1 OBS

Quantos are sometimes known by the more formal name of guaranteed exchange rate contract.  3, fiche 1, Anglais, - quanto

Fiche 1,  Justifications,  Français

Record number: 1, Textual support number: 1 DEF

Instrument dérivé dont le sous-jacent est libellé dans une monnaie, mais sur lequel les paiements sont effectués en une autre monnaie.  2, fiche 1, Français, - quanto

Fiche 1,  Justifications,  Espagnol