好词典

quanto

UK //ˈkwɒntəʊ//US //ˈkwɑːntoʊ//

词源

源自意大利语'quanto'(意为'多少'),在金融术语中借用以表示与数量/汇率相关的衍生品。20世纪后期进入英语金融术语体系。

noun

❶ 金融衍生品中的一种期权或合约,其支付金额与标的资产价格和汇率变动相关。常用于对冲外汇风险。

“The quanto option protects investors from currency fluctuations.”

(这种跨式期权保护投资者免受汇率波动的影响。)

“They used a quanto swap to hedge their international investments.”

(他们使用跨式互换来对冲国际投资风险。)

同义词:quanto option, cross-currency derivative, FX-linked derivative

adjective

❶ 描述与数量或测量相关的,源自意大利语'quanto'(多少)的形容词用法。

“The quanto measurement was crucial for the experiment.”

(定量测量对实验至关重要。)

“He studied the quanto aspects of the physical phenomenon.”

(他研究了物理现象的量化方面。)

同义词:quantitative, measured, numerical

常见短语

quanto basket — 一种包含多种资产且受汇率保护的金融产品组合,用于分散风险。

“The quanto basket reduced their exposure to currency risk.”

(跨式篮子降低了他们的汇率风险敞口。)

quanto adjustment — 在定价模型中考虑汇率波动影响的调整因子,确保收益不受汇率变动影响。

“The trader applied a quanto adjustment to the pricing model.”

(交易员在定价模型中应用了跨式调整因子。)