THE SMART TRICK OF PNL THAT NOBODY IS DISCUSSING

$ During the "perform circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little bit)$begingroup$ I estimate each day pnl over a CDS placement using the unfold modify instances the CS01. Even so I would want to estimate the PnL for an extended trade which has absent from a 5Y CDS to some 4Y with conn