class AnnuityCouponArithmeticAverageONSpreadDefinition extends AnnuityCouponDefinition<CouponONArithmeticAverageSpreadDefinition> {

  public static AnnuityCouponArithmeticAverageONSpreadDefinition from(final ZonedDateTime settlementDate, final ZonedDateTime endFixingPeriodDate, final double notional, final double spread,
      final boolean isPayer, final Period paymentPeriod, final IndexON indexON, final int paymentLag, final BusinessDayConvention businessDayConvention, final boolean isEOM,
      final Calendar indexCalendar) {
    return from(settlementDate, endFixingPeriodDate, notional, spread, isPayer, paymentPeriod, indexON, paymentLag, businessDayConvention, isEOM, indexCalendar, StubType.SHORT_START);
  }

  public  AnnuityCouponArithmeticAverageONSpreadDefinition(final CouponONArithmeticAverageSpreadDefinition[] payments, final Calendar calendar);

}