Shau_2207
Member
Hi,
Can someone help with with some reading material for clean and hypo pnl used for VaR backtesting purposes.
Also the mechanism of pull to par calculations and its exclusion from clean or hypothetical PnL.
@David Harper CFA FRM
TIA
Can someone help with with some reading material for clean and hypo pnl used for VaR backtesting purposes.
Also the mechanism of pull to par calculations and its exclusion from clean or hypothetical PnL.
@David Harper CFA FRM
TIA
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