$ From the "get the job done situation" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a tad) $begingroup$ I estimate everyday pnl on a CDS posture using the unfold adjust instances the CS01. Even so I want to estimate the PnL for https://pnl70013.imblogs.net/83750269/5-essential-elements-for-pnl