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I need to bootstrap a yieldcurve with 3M futures, using a cubic spline if possible.

Using, for example 3M Euribor, how do I bootstrap the yield curve using python?

I have a vector of dates and a vector of future prices.

I found about the QuantLib library, and more specifically, the ql.PiecewiseCubicZero. However there is a big lack of documentation on how to use it, and even more, with futures.

Any help would be much appreciated!

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