IRBootstrapOptions - Construct specific options for bootstrapping interest-rate curve object

(Optional) Controls the convexity adjustment to interest-rate futures. This can be specified as a function handle that takes one numeric input (time-to-maturity) and returns one numeric output, ConvexityAdjustment. For more information on defining a function handle, see the MATLAB Programming Fundamentals documentation.

Alternatively, you can define ConvexityAdjustment as an N-by-1 vector of values, where N is the number of interest-rate futures.

In either case, the ConvexityAdjustment is subtracted from the futures rate.