Helping The others Realize The Advantages Of pnl
$ In the "operate situation" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a bit)The portfolio of bonds may have a specific DV01, that may be accustomed to compute the PnL. Can someone notify me if this is correct or is there a little something a lot more? For equities it should be just a simple sum of stock p