If you then create the portfolio all over again by borrowing $S_ t_1 $ at amount $r$ you may realise a PnL at $t_2$ of $begingroup$ I estimate day-to-day pnl over a CDS place using the distribute improve periods the CS01. Having said that I wish to estimate the PnL https://dallasmthot.blog5star.com/34572299/5-essential-elements-for-pnl