Net yield (after taxes) of a Bond. How to differentiate on cashflow type?

Posted by Martino Fornasa on Dec 14, 2010; 2:20pm
URL: http://quantlib.414.s1.nabble.com/Net-yield-after-taxes-of-a-Bond-How-to-differentiate-on-cashflow-type-tp167.html

Hi all.
I'm trying to build a function to calculate the net yield (after taxes)
of a fixed rate bond. In order to do that, I need to differentiate
between coupon-cashflows and, for example, redemption cashflows.

With a plain-vanilla fixed-rate bond I can assume that only the last
cashflow is a redemption.
In the general case what is my best option? Till now the better option I
can think is to intersect the cashflow vector with the redemption
vector. Any ideas?

------------------------------------------------------------------------------
Lotusphere 2011
Register now for Lotusphere 2011 and learn how
to connect the dots, take your collaborative environment
to the next level, and enter the era of Social Business.
http://p.sf.net/sfu/lotusphere-d2d
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users