Added first coupon dayCounter to FixedRateBond #867
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lballabio
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Jul 30, 2020
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andreasf-ki
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Aug 4, 2020
This reverts commit 284e7a3.
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Canadian bonds have a different day count convention on a short first stub for both cashflow generation and accrual. This modification adds support for an additional first coupon day counter in the FixedRateBond class. The only api change is a new optional argument in two of the FixedRateBond constructors.