Would be the calculations right? I assumed that the netPnl should be generally the same - regardless of the valuation kind $begingroup$ I estimate day-to-day pnl on the CDS place using the spread change situations the CS01. Having said that I would want to estimate the PnL for an extended https://marcojosvx.wizzardsblog.com/34027250/little-known-facts-about-pnl