By Calendar
Subtype of Input MethodThe futures prices are specified by supplying the respective prices and futures convexity corrections through a Set object consisting of the two mandatory columns #Counter, #Price and the optional column #Convexity
If Standard Dates = Any the additional column #DateType is required.
If furthermore Futures Type = Overnight and Build Rule = Undefined the additional column #BuildRule is also required.
The implied maturities of the futures contracts can be viewed through the element _Cash Flows of any object of type Yield Curve that incorporates the object here.