/// <summary>
/// Obtains an instance from a curve without initial fixing point and month-on-month seasonal adjustment.
/// <para>
/// The total adjustment is computed by accumulation of the monthly adjustment, starting with no adjustment for the
/// last fixing month.
///
/// </para>
/// </summary>
/// <param name="curveWithoutFixing"> the curve without the fixing </param>
/// <param name="valuationDate"> the valuation date of the curve </param>
/// <param name="lastMonth"> the last month for which the fixing is known </param>
/// <param name="lastFixingValue"> the value of the last fixing </param>
/// <param name="seasonalityDefinition"> the seasonality definition, which is made of month-on-month adjustment
/// and the adjustment type </param>
/// <returns> the seasonal curve instance </returns>
public static InflationNodalCurve of(NodalCurve curveWithoutFixing, LocalDate valuationDate, YearMonth lastMonth, double lastFixingValue, SeasonalityDefinition seasonalityDefinition)
{
YearMonth valuationMonth = YearMonth.from(valuationDate);
ArgChecker.isTrue(lastMonth.isBefore(valuationMonth), "Last fixing month must be before valuation date");
double nbMonth = valuationMonth.until(lastMonth, MONTHS);
DoubleArray x = curveWithoutFixing.XValues;
ArgChecker.isTrue(nbMonth < x.get(0), "The first estimation month should be after the last known index fixing");
NodalCurve extendedCurve = curveWithoutFixing.withNode(nbMonth, lastFixingValue, ParameterMetadata.empty());
double[] seasonalityCompoundedArray = new double[12];
int lastMonthIndex = lastMonth.Month.Value - 1;
seasonalityCompoundedArray[(int)((nbMonth + 12 + 1) % 12)] = seasonalityDefinition.SeasonalityMonthOnMonth.get(lastMonthIndex % 12);
for (int i = 1; i < 12; i++)
{
int j = (int)((nbMonth + 12 + 1 + i) % 12);
seasonalityCompoundedArray[j] = seasonalityDefinition.AdjustmentType.applyShift(seasonalityCompoundedArray[(j - 1 + 12) % 12], seasonalityDefinition.SeasonalityMonthOnMonth.get((lastMonthIndex + i) % 12));
}
return(new InflationNodalCurve(extendedCurve, DoubleArray.ofUnsafe(seasonalityCompoundedArray), seasonalityDefinition.AdjustmentType));
}