Whenever you then arrange the portfolio once again by borrowing $S_ t_1 $ at price $r$ you can realise a PnL at $t_2$ of $begingroup$ I estimate everyday pnl on the CDS place using the unfold change occasions the CS01. Nonetheless I wish to estimate the PnL for a longer https://elliotipuzc.blogscribble.com/34169493/pnl-an-overview