HOW MUCH YOU NEED TO EXPECT YOU'LL PAY FOR A GOOD PNL

How Much You Need To Expect You'll Pay For A Good pnl

Are definitely the calculations suitable? I believed that the netPnl has to be often the identical - regardless of the valuation form$begingroup$ I estimate day by day pnl with a CDS place using the spread alter occasions the CS01. Nonetheless I would like to estimate the PnL for an extended trade that has long gone from the 5Y CDS to your 4Y with

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