lballabio/quantlib — pull request #60 by BGC-nglass (2013-12-13 14:37:49+00:00)
Title: Implement ex-coupon date for fixed rate bonds

Hi Luigi,

This commit adds support for ex-coupon dates to fixed rate bonds and updates the cashflow calculations to take account of this date. The results have been verified against Bloomberg for UK Gilts and Australian Government Bonds.

Test code following shortly.

Thanks

Nick