Function futures_convexity 

pub fn futures_convexity<R: Scalar>(
    future: &RateFuture,
    view: &PricingView<'_, R>,
) -> Result<R, PricingError>

The contract’s convexity adjustment, as a rate: its futures rate less the forward rate of the same contract with no adjustment — the Hull–White model’s where the contract is priced under it, the stated spread otherwise, a term or an overnight contract alike. In the mode.

Errors

As futures_price.