$ While in the "function circumstance" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation somewhat) The portfolio of bonds will have a specific DV01, that will be accustomed to compute the PnL. Can another person convey to me if this is true or https://kameronlrwae.bloggadores.com/33305115/examine-this-report-on-pnl