Just a few miscellaneous questions...I have a basic Garman Kohlhagen framework set up in excel. First, I am a little confused as to how things are quoted. Say, for instance, I have a EUR Call/JPY Put with $Xmm in JPY notional. Which currency is "domestic," and which is "foreign?" Does it matter? How would I quote the two if I wanted to see the value of the option in % JPY notional? Also, is there an extension of the GK framework, or a different model that uses forward rates in the calculation of the value of the option? I would assume this is important for long-dated options (for instance one that expires 10Y from now). If there is such a model, is there a simple formula for calculating forward points? Checking the student forum and google have both failed me.Finally, what interest rates should I use in the calculations? If the option expires in 3 months, should I use EUR and JPY 3m libor rates, respectively?