Questions tagged [pnl]

P&L, or pnl, is a short hand for "profit and loss". which denote the balance sheet of a position in assets over a period of time.

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Good references on PNL explain?

Can anyone share good references for how PNL explain should be calculated and presented for the best use of a derivatives trading desk?
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Return on a CDS portfolio

Good evening, I try to compute the performance of a portfolio of a CDS. I already know how to mark-to-market a CDS but typically, the first time you enter a CDS, you invest zero as the mark-to-market ...
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realized/unrealized PnL with leverage

Look at this trade: ...
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