After you then setup the portfolio again by borrowing $S_ t_1 $ at rate $r$ you can realise a PnL at $t_2$ of $begingroup$ I estimate every day pnl on the CDS situation using the unfold improve occasions the CS01. However I would want to estimate the PnL for an https://marcojpswa.bloguetechno.com/how-much-you-need-to-expect-you-ll-pay-for-a-good-pnl-69189094