quantlib.termstructures.yields.rate_helpers.FuturesRateHelper.from_index
¶
classmethod
FuturesRateHelper.
from_index
(
cls
,
price
,
Date
ibor_start_date
,
IborIndex
i
,
convexity_adjustment=0.0
,
FuturesType
future_type=FuturesType.IMM
)
¶
Quantlib cython wrapper
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FuturesRateHelper
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