Package org.drip.portfolioconstruction.objective

Class TaxTerm

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ObjectiveTerm

org.drip.portfolioconstruction.objective.TaxTerm

Direct Known Subclasses:

CustomNetTaxGainsTerm, NetTaxGainsTerm, TaxLiabilityTerm

public abstract class TaxTerm
extends ObjectiveTerm

TaxTerm holds the Details of Abstract Tax Unit Objective Term.

• Module = Portfolio Core Module
• Library = Asset Allocation Analytics
• Project = Portfolio Construction under Allocation Constraints
• Package = Portfolio Construction Objective Term Suite

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
TaxationScheme	taxationScheme()	Retrieve the Taxation Scheme

Methods inherited from class org.drip.portfolioconstruction.optimizer.ObjectiveTerm

initialHoldingsArray

Methods inherited from class org.drip.portfolioconstruction.optimizer.FormulationTerm

category, rdtoR1

Methods inherited from class org.drip.portfolioconstruction.core.Block

description, hashCode, id, name, Standard, timeStamp

Methods inherited from class java.lang.Object

equals, getClass, notify, notifyAll, toString, wait, wait, wait

Method Details

taxationScheme

public TaxationScheme taxationScheme()

Retrieve the Taxation Scheme

Returns:

The Taxation Scheme