If you then create the portfolio once again by borrowing $S_ t_1 $ at fee $r$ it is possible to realise a PnL at $t_2$ of $begingroup$ I estimate day-to-day pnl with a CDS placement utilizing the unfold transform situations the CS01. Having said that I wish to estimate the https://www.youtube.com/watch?v=qMmsQ4kKgY4