$ Within the "get the job done situation" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little bit) $begingroup$ I estimate everyday pnl over a CDS posture utilizing the spread improve situations the CS01. Nonetheless I would like to estimate the PnL for https://cesarigtcu.idblogz.com/34576034/the-greatest-guide-to-pnl