[Quantlib-users] Futures Rates Helper Question

[Luís M. A. <lui...@gm...>]

Hello,

By mistake did a reply to a different topic on an update sent by Luigi.

I have been looking if it is possible to apply the futures_rate_helper
class to 1m fed funds futures. All the examples I see online only use 3m
instruments, and also as part of the inputs is the index, such as IMM, it
only accepts IIM dates (which are quarterly).

Is it possible or do I need to use a different class?

Kind regards,
Luis Aguiar