In setting up a curve using deposit rates and futures in python, is there a trigger which allows one to set when the futures start?
Looking for something similar to
DepoFuturesPriority in the QuantLibXL version - which allows for
Right now I am using
rate_helpers = depo_helpers[:4] + futures_helpers + swap_helpers
which basically uses the first 4 depos but until the expiry of the last depo not until the start of the first future.
Any help or suggestions appreciated