Function future_rung 

pub fn future_rung(
    code: &str,
    template: &AnyTemplate,
    contract: FutureContract,
    price: f64,
    convexity: f64,
    contracts: f64,
) -> Result<Rung, RungBuildError>

The par rung of a listed rate future on a future template value, quoted at its price (95.90): the rung’s quote is the futures rate (100 − price)/100, so the ladder’s residual is rate-scaled like its neighbours, and the instrument carries convexity as its adjustment — the curve fits the futures rate less the adjustment. Zero is a statement that future and forward coincide, not a neutral default. Noded at the contract’s accrual end and labelled by the contract.

Errors

RungBuildError::NotFamily for a template of another family; RungBuildError::Contract for a month off the template’s cycle or a window that does not run forward.