PnL GrossSubtype of
This simply equals the after all exogenous cash flows, such as transaction fees, have been added to it.
Precisely, PnL Gross represents an amount regarded as being received at the horizon date T and defined as:
PnL Gross = PnL + E, where
PnL is the (endogenous, i.e. without inclusion of fees) PnL as described in
E is the exogenous income due to transaction-linked cash flows, such as fees, realized between the given spot date (denoted as 0) and T as described in