INDICATORS ON PNL YOU SHOULD KNOW

And this is determined by the rebalancing frequency. But "expected P&L" refers to an average in excess of all achievable rate paths. So There is certainly not necessarily a contradiction listed here. $endgroup$Kurt G.Kurt G. 2,38944 silver badges1717 bronze badges $endgroup$ 3 $begingroup$ Thanks a whole lot for taking the time to answer. Owing to