$ Within the "do the job situation" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a little bit) $begingroup$ I estimate everyday pnl over a CDS placement using the unfold modify moments the CS01. Even so I want to estimate the PnL for https://pnl67776.link4blogs.com/55381899/the-smart-trick-of-pnl-that-no-one-is-discussing