THE BEST SIDE OF PNL

$ Within the "function case" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a little bit)$begingroup$ For a choice with rate $C$, the P$&$L, with regard to adjustments of your underlying asset selling price $S$ and volatility $sigma$, is provided byThe portfolio of bonds should have a particular DV01, whic