Function hull_white_convexity_bias 

pub fn hull_white_convexity_bias(
    futures_price: f64,
    t: f64,
    maturity: f64,
    sigma: f64,
    mean_reversion: f64,
) -> f64

The Hull–White convexity bias of a futures quote: the futures rate less the forward rate for a contract whose term rate fixes at t and runs to maturity (years from today), at futures_price (100 − 100 · rate) — the Hull-White convexity bias, the rates simple over T − t: 1 + τF_fut = (1 + τF_fwd)·e^Λ, Λ by hull_white_convexity_exponent.