public static BondCapitalIndexedSecurityDefinition<CouponInflationZeroCouponInterpolationGearingDefinition> fromInterpolation(final IndexPrice priceIndex, final int monthLag,
final ZonedDateTime startDate, final double indexStartValue, final ZonedDateTime maturityDate, final Period couponPeriod, final double notional, final double realRate,
final BusinessDayConvention businessDay, final int settlementDays, final Calendar calendar, final DayCount dayCount, final YieldConvention yieldConvention, final boolean isEOM,
final String issuer) {
// Nominal construction
final CouponInflationZeroCouponInterpolationGearingDefinition nominalPayment = CouponInflationZeroCouponInterpolationGearingDefinition.from(startDate, maturityDate, notional, priceIndex,
indexStartValue, monthLag, monthLag, true, 1.0);
final AnnuityDefinition<CouponInflationZeroCouponInterpolationGearingDefinition> nominalAnnuity = new AnnuityDefinition<>(
new CouponInflationZeroCouponInterpolationGearingDefinition[] {nominalPayment }, calendar);
// Coupon construction
final ZonedDateTime[] paymentDatesUnadjusted = ScheduleCalculator.getUnadjustedDateSchedule(startDate, maturityDate, couponPeriod, true, true);