Financial Toolkit : Equity Linked Foreign Exchange Option

Input
Option type 1
2 3 4
Interest rate in %
Volatility in %
1Initial asset price in foreign currency.
2 Spot exchange rate. Number of units of domestic currency per unit of foreign currency.
3 Strike exchange rate at expiry. Number of units of domestic currency per unit of foreign currency at expiry.
4 Correlation between asset price and FX.