Function future 

pub(crate) fn future(
    template: &Bound<'_, PyAny>,
    contract: &Bound<'_, PyAny>,
    price: f64,
    convexity: Option<&Bound<'_, PyAny>>,
    contracts: f64,
) -> PyResult<PyRung>

A listed rate-future rung, quoted at its price (95.90): the curve fits the futures rate (100 − price)/100 less convexity. contract is an IMM code ("DEC26"), a "YYYY-MM" month, or an explicit (start, end) window. convexity is a decimal adjustment, or "model" to read the market’s Hull-White model at solve time; zero is a statement that future and forward coincide, not a neutral default. Labelled by the contract.