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quotation
The value of vanilla option may be quoted in various ways, out of which the four most used quotation methods are
- d
- value in domestic currency (or in pips of the very same),
- %d
- value in % measured in units of the strike,
- f
- value in foreign currency (or in pips of the very same),
- %f
- value in % of foreign currency.
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2000-06-11
