Quanto basket

A quanto basket is where one or more of the assets of the basket are traded in a currency different from that of the basket payout.

Quanto cap/floor

A quanto cap/floor is similar to a regular cap or floor whereby you have a series of options (caplets/floorlets), each of whose payout is based upon the underlying index exceeding (in a caplet) or falling below (in a floorlet) the strike.

Quanto option

A quanto is an option in which the underlying is denominated in one currency...

Quanto Swap

A quanto swap is similar to an interest rate swap whereby each party exchanges payments based on a predetermined payment schedule...