PNL SECRETS

$begingroup$ In Mounted Earnings, I are aware that bonds PnL are evaluated based upon where by the price lies on price/produce curve at the conclusion of the day, as compared to wherever it started from at beginning from the working day.Sin embargo, muchos defensores de la PNL argumentan que su valor radica en su enfoque práctico y en su capacidad

ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Thanks for supporting, but does that indicate theta pnl only partly offsets Gamma pnl rather than thoroughly although implied vol = realized vol? Simply because assuming desire rates are zero, there isn't a other source of making cash. $endgroup$$begingroup$ I estimate day-to-day pnl over a CD