Using Quantlib to calculate net yield of a bond

[Enrico Gargiulo]

Hi all,

is there in Quantlib some routine to calculate the net yield of a bond given tax percentage of the deduction?

 

Thanks

Enrico

 

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[FORNAROLA CHIARA]

Hi  Enrico,

 

in QuantLib there’s no such routine you’re looking for.

Regarding bond’s yield in QuantLib there’s only one method of the bond’s class which returns the bond’s yield given it’s market price and a compounding method.

At the moment only one type of yield calculation is implemented, which, in case you input a simple compounding, returns Moosmueller yield.

 

Chiara

 

 

-----Original Message-----
From: [hidden email] [mailto:[hidden email]] On Behalf Of Enrico Gargiulo
Sent: Friday, May 04, 2007 11:48 AM
To: [hidden email]
Subject: [Quantlib-users] Using Quantlib to calculate net yield of a bond

 

Hi all,

is there in Quantlib some routine to calculate the net yield of a bond given tax percentage of the deduction?

 

Thanks

Enrico

 

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