You have heard of Taleb's (1996) book Dynamic Hedging? This is kind of a Dynamic Hedging for foreign exchange options. It offers market conventions, terminology, practical insights, rules of thumb and basic financial engineering models for professional FX options traders. It also has exhaustive coverage of instruments, including "second generation" exotics and structured products. It will help if you are already a trader since it is hard to look at the "left hand side of your Fenics screen" if you don't have a Fenics screen (the book doesn't provide a screen shot). The writing is cryptic at points and the English broken, but no book puts you inside the head of a professional FX options trader the way this one does ...