$ While in the "perform circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tad)Column nine: Influence of cancellation / Modification – PnL from trades cancelled or adjusted on The existing day"hitparade.ch - Discographie PNL". Hung Medien. Retrieved 26 September 2016. ^ a b c d e file g h i j k l