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What Does pnl Mean?

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For realistic amounts of spreads and curiosity prices, we can approximate the CS01 with the time to maturity. This could enable you to estimate a quick approximation of the PnL utilizing the details you might have. To help make the two techniques comparable you need to consider investing/borrowing $PnL_1$ at https://kameronngwna.blogacep.com/39390164/fascination-about-pnl

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