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After-tax, post redemption returns reflect not only the tax on distributions made to the shareholder, but also the tax liability generated upon the sale of fund shares. We estimate the second tax liability in the same way as we do the first: we subtract the cost basis of the fund shares held from the proceeds and then multiply the gain by the appropriate tax rate. One notable aspect of performing this calculation is that because we are assuming reinvestment of fund shares, the shares sold at redemption need to be broken up into lots, where each lot has a different cost basis depending on the share price on each reinvestment date. We do this because the tax rate on short-term gains to individuals is higher than that on long-term gains and we need to reference the date each share was purchased to determine whether the holding period of the lot was shortor long-term. To calculate an after-tax post redemption return we: 1. 2. 3. 4. Calculate begin of period shares using an assumed investment of $1000. Calculate the after-tax distribution amount for each distribution. Determine reinvestment shares for each after-tax distribution. Calculate the gain on the initial and reinvested shares where: Gain = ( NAV end NAV reinvestment date ) Incremental reinvest shares (6.14)

principal components were selected and rotated. In this example, by comparing the original values to the new rotated values, the second principal component, age ( years), is now closer to 1 while the others, with the exception of wrist (cm), are closer to 0. Once a set of selected and rotated principal components is identi ed, the nal step is to name them, using the weights as a guide to assist the analysis. Section 5.5 provides an example of the use of principal component analysis.

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Arguments for this function are listed in Table 5.6. Note that the <findQualifiers> argument has been discussed before and hence is not discussed again. The following code shows the <find_relatedBusinesses> XML message that is sent within the request SOAP message to the UDDI registry. This function call suggests that the UDDI registry return the businesses that are related to the <businessEntity> specified by the UUID 23453aef-af35-6a3f-c34a-bf798dab965a :

shown in one direction only, from site 1 towards site 2 However, a symmetrical exchange is happening in the opposite direction from site 2 towards site 1 Thus, a BGP session for the family labeled-inet (SAFI 4) is necessary between PE3 and CE1 for carrying the label for PE4 s loopback In order to maintain a single BGP session rather than two, many vendors recommend advertising a null label for the route in the local site At this point let us stop and make the following observations: It is required to run MPLS within the customer s sites In the example above, it was required to have a label-switched path between the customer CE and PE devices (CE2 to PE4) It is possible to isolate the knowledge regarding the addresses in the remote site to the routers at the edge of the site (routers CE2 and PE4 in Figure 9.

/****************************************************************************** tree: builds trinomial tree that approximates Black-Karasinski [in] TimeGrid& grid : time grid [out] Handle<Lattices::Lattice> : Hull-White tree ******************************************************************************/ Handle<Lattice> ExtendedCoxIngersollRoss::tree(const TimeGrid& grid) const { TermStructureFittingParameter phi(termStructure()); Handle<Dynamics> numericDynamics(new Dynamics(phi, theta(), k(), sigma(), x0())); Handle<Tree> trinomial(new TrinomialTree(numericDynamics->process(), grid, true)); return Handle<Lattice>(new ShortRateTree(trinomial, numericDynamics, phi.implementation(), grid)); } /****************************************************************************** A: computes A term of discount bond price for Extended CIR [in] Time t : current time Time T : end time (option maturity) [out] double A ******************************************************************************/ double ExtendedCoxIngersollRoss::A(Time t, Time s) const { double pt = termStructure()->discount(t); double ps = termStructure()->discount(s); double value = CoxIngersollRoss::A(t,s)*exp(B(t,s)*phi_(t))* (ps*CoxIngersollRoss::A(0.0,t)*exp(-B(0.0,t)*x0()))/ (pt*CoxIngersollRoss::A(0.0,s)*exp(-B(0.0,s)*x0())); return value; } /****************************************************************************** discountBondOption: prices discount bond option using extended CIR model [in] Option::Type type : option type (C)all or (P)ut double strike : strike price Time maturity : maturity of bond option Time bondMaturity : maturity of bond [out] double : bond option price ******************************************************************************/ double ExtendedCoxIngersollRoss::discountBondOption(Option::Type type, double strike, Time t, Time s) const { double discountT = termStructure()->discount(t); double discountS = termStructure()->discount(s); if (t > QL_EPSILON) { switch(type) { case Option::Call: return max(discountS strike, 0.0);

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