PnLExplain Table
| PnL | H + I - S/P |
| PnL Nominal | H + I - S |
| PnL Gross | H + I + E - S/P |
| PnL due to Resets | I - C + Fᵣ - F |
| PnL due to Curves | H - S/P + C - Fᵣ + F |
| Carry Surprise | I - C |
| Forward Surprise | H - F |
| Fwd Surp due to Resets | Fᵣ - F |
| Fwd Surp due to Curves | H - Fᵣ |
| Consistency Check | S/P == C + F |
| Horizon Price | H |
| Spot Price (Hor) | S/P |
| Spot Price | S |
| Income | I |
| Cash Flows from Fees | E |
| Forward Price | F |
| Carry | C |
| Forward (Resets) | Fᵣ |
| Funding DF | P |