Go to Deriscope's documentation start page

Quanto_Forward_Start_Option

Quanto Forward Start Option is a child type of Exotic Option that 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 Forward Start Option]