GETTING MY PNL TO WORK

Getting My pnl To Work

For acceptable amounts of spreads and fascination charges, we can approximate the CS01 Along with the time for you to maturity. This should allow you to calculate A fast approximation of your PnL using the information you have.Vega and Theta are sensetivities to volatility and time, respectively, so their contribution could be:Or will it actually n

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