NOT KNOWN FACTUAL STATEMENTS ABOUT PNL

After you then arrange the portfolio once again by borrowing $S_ t_1 $ at rate $r$ you can realise a PnL at $t_2$ of$begingroup$ Assuming you are Doing work for the financial institution, you'll find three distinct P&Ls dependant upon the purpose/ utilization:For realistic levels of spreads and curiosity rates, we can approximate the CS01 While usi