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Below there is a trader’s portfolio. What is PnL explain for eod 04-July-2022? If you think that some information is missed feel free to add any data you need for calculations.

     Description    strike   trade-date Amount (EUR) Value-date discount-factor
FxForward EURUSD    1.0573  23-May-2022   10,000    04-Jul-2022  
FxForward EURUSD    1.0373  01-Jul-2022  250,000    11-Jul-2022 0.99983287
FxForward EURUSD    1.05    04-Jul-2022  124,000    29-Jul-2022 0.999517822
nbbo2
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Jim
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    these may help https://quant.stackexchange.com/questions/59354 https://quant.stackexchange.com/questions/25475 https://quant.stackexchange.com/questions/69994 https://quant.stackexchange.com/questions/77458 – Dimitri Vulis Feb 14 '24 at 19:51
  • You give one discount factor, which I assume is the Domestic or USD discount factor. If you had both USD and EUR discount factors and the spot rate, you could compute the P&L using the approach shown here https://quant.stackexchange.com/questions/77719/present-value-of-an-fx-forward-contract-at-each-simulation-and-time-point-node-o – nbbo2 Feb 15 '24 at 08:40

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