5 SIMPLE TECHNIQUES FOR PNL

5 Simple Techniques For pnl

$ While in the "work circumstance" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a little)$begingroup$ I estimate each day pnl over a CDS position using the spread modify moments the CS01. On the other hand I want to estimate the PnL for an extended trade which has long gone from the 5Y CDS to the 4Y with

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