$ While in the "operate circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tad) The portfolio of bonds should have a particular DV01, that may be accustomed to compute the PnL. Can anyone tell me if this is true or is there https://lorenzoemzmu.thechapblog.com/33256494/pnl-for-dummies