NOT KNOWN DETAILS ABOUT PNL

$ Now you say $V_t$ is definitely the dangerous asset. Extremely complicated. Edit the write-up to produce this crystal very clear. We could consider precisely what is a PnL at the time we know what we have invested in. $endgroup$Trader A has manufactured some significant PnL, meanwhile Trader B comes out with very little in any respect and his ski

For acceptable amounts of spreads and curiosity charges, we can approximate the CS01 Using the time to maturity. This should help you compute A fast approximation of your PnL utilizing the information you've.The portfolio of bonds will likely have a certain DV01, which can be utilized to compute the PnL. Can another person notify me if this is true