seasonal factors curve fitting written c code following given curve code filter seasonal factor fits deseasoned curve smooth function form f b c 00 useful calculating forward forward vol outputs season patterns 2 different patterns allowed smoothed curve one calculate forward forward vol smoothed curve superimpose seasonal factors back onto curve procedure useful var calcuation however believe useful situations require knowledge seasonal forward forward vols example power plant valuation credit exposure simulations would reflect reality closely add seasonality forward forward vol simulating forward prices attached spreadsheet xll file forward c code interested alex