5 Simple Techniques For pnl
$ In the "work circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little bit)$begingroup$ I estimate every day pnl over a CDS situation utilizing the distribute adjust moments the CS01. Even so I would want to estimate the PnL for an extended trade which has absent from the 5Y CDS to some 4Y with af