Firework you shouldn't have inside according to daughter (6)
I believe the answer is:
petard
'firework' is the definition.
(I've seen this before)
'you shouldn't have inside according to daughter' is the wordplay.
'you shouldn't have' becomes 'ta' (both can mean 'thank you').
'inside' indicates putting letters inside.
'according to' becomes 'per' (I've seen this in another clue).
'daughter' becomes 'd' (genealogical abbreviation).
'ta' placed inside 'per' is 'petar'.
'petar'+'d'='PETARD'
(Other definitions for petard that I've seen before include "A small bomb - don't be hoist by your own" , "Small bomb; firework" , "Something likely to explode" , "Small bomb; one to be hoist with" , "Explosive device (with which one may be hoist)" .)