THE DEFINITIVE GUIDE TO PNL

The Definitive Guide to pnl

$begingroup$ I am not sure Whatever you necessarily mean by "cross" results - the only correlation is that they each are functions with the transform in fundamental ($Delta S$)The portfolio of bonds may have a specific DV01, which will be utilized to compute the PnL. Can another person inform me if this is correct or is there something more? For eq

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