Everything about pnl
Any time you then put in place the portfolio once more by borrowing $S_ t_1 $ at fee $r$ you'll be able to realise a PnL at $t_2$ of$begingroup$ I estimate day by day pnl on a CDS place using the spread change instances the CS01. Nonetheless I wish to estimate the PnL for an extended trade which has gone from a 5Y CDS to a 4Y with linked coupon pay