[Quantlib-users] Question regarding redundant arguments for SofrFutureRateHelper constructor

[Mike D. <mik...@gm...>]

Hi everyone,

It looks like PR #1242 removed the explicit compounding method for the
SofrFutureRateHelper constructor and removed the index argument as well.
If hypothetically I wanted to add a (fake) future contract ratehelper to
the FF/OIS curve, then it sounds like I should not be using
SofrFutureRateHelper but instead use OvernightIndexFutureRateHelper, as
this would allow me to explicitly pass the index?  It seems like the only
real difference then is that the inherited index for SofrFutureRateHelper
uses the new SOFR calendar, but if I went the other route and passed a
FedFund index to OvernightIndexFutureRateHelper, then that would be using
the FederalReserve calendar.  Am I thinking about this correctly?

Thanks,
Mike