Package org.drip.portfolioconstruction.objective

Interface TaxationScheme

public interface TaxationScheme
TaxationScheme exposes Taxation related Functionality.



Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    double customGrossTaxGain​(double[] initialHoldingsArray, double[] finalHoldingsArray)
    Compute the Custom Gross Tax Gain
    double customGrossTaxLoss​(double[] initialHoldingsArray, double[] finalHoldingsArray)
    Compute the Custom Gross Tax Loss
    double customNetTaxGain​(double[] initialHoldingsArray, double[] finalHoldingsArray)
    Compute the Custom Net Tax Gain
    double customNetTaxLoss​(double[] initialHoldingsArray, double[] finalHoldingsArray)
    Compute the Custom Net Tax Loss
    double longTermTaxGain​(double[] initialHoldingsArray, double[] finalHoldingsArray)
    Compute the Long Term Tax Gain
    double standardNetTaxGainUS​(double[] initialHoldingsArray, double[] finalHoldingsArray)
    Compute the Standard Net US Tax Gain
    double taxLiability​(double[] initialHoldingsArray, double[] finalHoldingsArray)
    Compute the Tax Liability

  • Method Details

    • standardNetTaxGainUS

      double standardNetTaxGainUS​(double[] initialHoldingsArray, double[] finalHoldingsArray) throws java.lang.Exception
      Compute the Standard Net US Tax Gain
      Parameters:
      initialHoldingsArray - The Initial Holdings Array
      finalHoldingsArray - The Final Holdings Array
      Returns:
      The Net Standard US Tax Gain
      Throws:
      java.lang.Exception - Thrown if the Standard Net Tax Gain cannot be calculated

    • customNetTaxGain

      double customNetTaxGain​(double[] initialHoldingsArray, double[] finalHoldingsArray) throws java.lang.Exception
      Compute the Custom Net Tax Gain
      Parameters:
      initialHoldingsArray - The Initial Holdings Array
      finalHoldingsArray - The Final Holdings Array
      Returns:
      The Custom Net Tax Gain
      Throws:
      java.lang.Exception - Thrown if the Custom Net Tax Gain cannot be calculated

    • customGrossTaxGain

      double customGrossTaxGain​(double[] initialHoldingsArray, double[] finalHoldingsArray) throws java.lang.Exception
      Compute the Custom Gross Tax Gain
      Parameters:
      initialHoldingsArray - The Initial Holdings Array
      finalHoldingsArray - The Final Holdings Array
      Returns:
      The Custom Net Tax Gain
      Throws:
      java.lang.Exception - Thrown if the Custom Gross Tax Gain cannot be calculated

    • customNetTaxLoss

      double customNetTaxLoss​(double[] initialHoldingsArray, double[] finalHoldingsArray) throws java.lang.Exception
      Compute the Custom Net Tax Loss
      Parameters:
      initialHoldingsArray - The Initial Holdings Array
      finalHoldingsArray - The Final Holdings Array
      Returns:
      The Custom Net Tax Loss
      Throws:
      java.lang.Exception - Thrown if the Custom Net Tax Loss cannot be calculated

    • customGrossTaxLoss

      double customGrossTaxLoss​(double[] initialHoldingsArray, double[] finalHoldingsArray) throws java.lang.Exception
      Compute the Custom Gross Tax Loss
      Parameters:
      initialHoldingsArray - The Initial Holdings Array
      finalHoldingsArray - The Final Holdings Array
      Returns:
      The Custom Net Tax Loss
      Throws:
      java.lang.Exception - Thrown if the Custom Gross Tax Loss cannot be calculated

    • longTermTaxGain

      double longTermTaxGain​(double[] initialHoldingsArray, double[] finalHoldingsArray) throws java.lang.Exception
      Compute the Long Term Tax Gain
      Parameters:
      initialHoldingsArray - The Initial Holdings Array
      finalHoldingsArray - The Final Holdings Array
      Returns:
      The Long Term Tax Gain
      Throws:
      java.lang.Exception - Thrown if the Long Term Tax Gain cannot be calculated

    • taxLiability

      double taxLiability​(double[] initialHoldingsArray, double[] finalHoldingsArray) throws java.lang.Exception
      Compute the Tax Liability
      Parameters:
      initialHoldingsArray - The Initial Holdings Array
      finalHoldingsArray - The Final Holdings Array
      Returns:
      The Tax Liability
      Throws:
      java.lang.Exception - Thrown if the Custom Net Tax Gain cannot be calculated