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

Posted by Martino Fornasa on Feb 05, 2011; 9:48am
URL: http://quantlib.414.s1.nabble.com/Net-yield-after-taxes-of-a-Bond-How-to-differentiate-on-cashflow-type-tp167p169.html

Yes, it's either that or switching on the type of each cashflow (you can
try casting to Coupon, or use a visitor; <ql/cashflows/cashflows.cpp>
has examples of both approaches.)

Thanks. The casting approach is very straightforward.
Speaking about bond cashflows, coupons are correctly instantiated as QuantLib::Coupon class instances, while redemptions are not instantiated as a specific class. Maybe in the future it could be useful to dedicate a QuantLib::CashFlow subclass to redemptions?

B.R., Martino.

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