For example, for foreignexchangeoption, the underlying refers to the two different currencies in the contract.
例如某外汇期权，标的物为合约协定的两种不同外汇。
2
In addition, the price evolution of foreign currency option when interest rate and exchange rate and their volatility move, is examined.
此外，定性分析了短期利率、汇率及其波动率变化对期权价格的影响。
3
The quanto option is a contingent claim whose investor has to consider to avoid the risk from both the foreign stock price and exchange rate simultaneously.