So why create a PnL report. As I comprehend, The main reason for making a PnL report is to show the break up of gain/decline amongst various parameters that impact bond price. Is the fact that suitable? $endgroup$ Kurt G.Kurt G. 2,38944 silver badges1717 bronze badges $endgroup$ three $begingroup$ Thanks https://www.youtube.com/watch?v=qMmsQ4kKgY4