from USD market quotes to build the discount factor curvefutures starts 19/Mar/08 (day1), payment on 18/Jun/08(day2)suppose the discount factors are df1 and df2 respectively, i am trying to calc df2:i havedf2 = df1/(1+r*(day2-day1)/360)r=(100-95.755)/100market quote:18/06/08 Future.USD EURODOLLAR.MAR.08 95.755000is the above calculation correct? (assuming no need for convexity adjustment)i ensure df1 is correct, (which was interpolated based on depo rates and is indential with reference result)but df2 is different from reference result (the diff is very small, but it causes a big error in barrier cap pricing afterwards...)actually, i assumed futures rate is the same as the forward rateis this a valid assumption?