Transaction carried out in one currency but settled in another currency at a fixed exchange rate. A quanto swap protects traders from currency fluctuations. Also called a differential, diff swap.
Related information about quanto swap:
- Quanto Swap Definition | Investopedia
A swap with varying combinations of interest rate, currency and equity swap features, where payments are based on the movement of two different countries' ...
- Quanto - Wikipedia, the free encyclopedia
... swap in which the notional amount is denominated in Canadian dollars, but where the floating rate is set as USD LIBOR, would be considered a quanto swap .
- SuperDerivatives - Glossary - Quanto Swap
What is a quanto swap? A quanto swap is similar to an interest rate swap whereby each party exchanges payments based on a predetermined payment ...
- Quanto Swap
Financial Derivatives and Foreign Currency Risk. Note: This project was completed on April 15, 1998 prior to the issuance of SFAS 133. Introduction. Large firms ...
- Quanto Swap - Financial Dictionary - The Free Dictionary
A swap of any kind in which the assets swapped are denominated in two different currencies, but are settled in the same currency. For example, two investors ...
- What Is a Quanto Swap?
A quanto swap is a way for investors to reduce the risk associated with buying assets attached to different currencies. Rather than directly exchange the assets, ...
- What is quanto swap? definition and meaning
Definition of quanto swap: Transaction carried out in one currency but settled in another currency at a ... A quanto swap protects traders from currency fluctuations .
- Quanto Swap: Definition from Answers.com
Quanto Swap A swap with varying combinations of interest rate, currency and equity swap features, where payments are based on the movement.