QS.INSTRUMENT.RATE.FUTURES

Creates a native RateFutures contract; use QS.TRADE.CREATE for a position

Category: QuantSupport - Instruments.

QS.INSTRUMENT.RATE.FUTURES(name: text, context: text, start_date: text, end_date: text, market_index: text, futures_price: number, contract_size: number, start_tenor: text or blank, tenor: text or blank) → text handle
Parameters:

  • name (text) – Workbook-unique object name; unchanged recalculation reuses its current handle

  • context (text) – Required prepared context handle used to build concrete dates and initial contractual terms; construction waits for committed market inputs

  • start_date (text) – ISO date text in YYYY-MM-DD format

  • end_date (text) – ISO date text in YYYY-MM-DD format

  • market_index (text) – Market index, for example SOFR; prefixes include Equity:, Credit:, FX:, and Collateral:

  • futures_price (number) – Quoted futures price, for example 95.25

  • contract_size (number) – Currency value per one futures price point for one contract; 2500 per price point is 25 per 0.01-point move, not 2500 per basis point

  • start_tenor (text or blank) – Optional start offset from the evaluation date, e.g. 0D or 1Y; leave start_date blank; built from the explicit construction context

  • tenor (text or blank) – Optional maturity/accrual tenor from resolved start, e.g. 5Y; for swaptions from expiry; leave the corresponding end/maturity date blank

Returns:

Concrete instrument handle built using the supplied construction context. #N/A means construction is pending; no unresolved product handle is published. Pass it to QS.EVALUATE, or use QS.TRADE.CREATE for side, execution date/tenor, quantity or bond anchor.

Return Type:

text handle

Errors:

#VALUE! for invalid contract terms, missing dependencies, native builder errors or registry failures.

Formula

=QS.INSTRUMENT.RATE.FUTURES(name, context, start_date, end_date, market_index, futures_price, contract_size, start_tenor, tenor)

Calculation

Runs on Excel’s main calculation thread.

Native Declaration

fn qs_instrument_rate_future (name : & str , context : & str , start_date : & str , end_date : & str , market_index : & str , futures_price : f64 , contract_size : f64 , start_tenor : Option < String > , tenor : Option < String > ,) -> Result < String , XllError >

Rust source