THE 2-MINUTE RULE FOR PNL

Which depends upon the rebalancing frequency. But "anticipated P&L" refers to a median about all doable rate paths. So You can find not essentially a contradiction in this article. $endgroup$Kurt G.Kurt G. 2,38944 silver badges1717 bronze badges $endgroup$ three $begingroup$ Many thanks a lot for finding the time to answer. Due to your previous equ