Function futures_rate 

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

The contract’s futures rate plus the convexity adjustment: for a contract on an overnight index, its reference period’s overnight rate — realised days from the fixings, today’s if it has printed, the rest projected, compounded or averaged as the contract settles; for a contract on a term rate, the simple forward over the accrual on the projection curve.