CURRENCY OPTIONS - OT VS BPP VS KAPLAN

Hi sir! The methodology that you've used to the calculate the net financial effect for currency option is quite different the one mentioned in Kaplan and BPP. In your method, we translate the transaction at the spot rate and then we claim the difference (if we choose to exercise). But in the books of Kaplan and BPP, they are not claiming the difference and they have computed this in a different way which is really confusing me. However, I am really comfortable with your method. Could please tell me, if I will score full marks if I choose your method? In addition to that, how does this currency option works in real life scenarios, do companies claim the difference from the dealer if they choose to exercise their currency option? Thank you in advance for your explanation!