THE 2-MINUTE RULE FOR PNL

The 2-Minute Rule for pnl

$ Inside the "perform scenario" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a tad)The portfolio of bonds will likely have a specific DV01, which will be used to compute the PnL. Can somebody inform me if this is correct or is there something more? For equities it ought to be just an easy sum of inventor

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