Re: [Quantlib-users] Net yield (after taxes) of a Bond. How to differentiate on cashflow type?

[Luigi B. <lui...@gm...>]

On Tue, 2010-12-14 at 15:20 +0100, Martino Fornasa wrote:
> 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?

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.)

Luigi


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