Are definitely the calculations right? I believed that the netPnl need to be always precisely the same - whatever the valuation kind $begingroup$ I estimate each day pnl on a CDS place using the unfold improve occasions the CS01. On the other hand I would like to estimate the PnL https://pnl77531.p2blogs.com/32996444/the-single-best-strategy-to-use-for-pnl