NOT KNOWN FACTUAL STATEMENTS ABOUT PNL

For acceptable amounts of spreads and fascination prices, we will approximate the CS01 Using the time for you to maturity. This should permit you to work out A fast approximation from the PnL using the knowledge you've.Vega and Theta are sensetivities to volatility and time, respectively, so their contribution could well be:La PNL nos ayuda a enten