were wondering If anyone knows how to use rate bonds on Python Quantlib, that have an ex-coupon period.

For example the link below shows the construction of such a bond in the c++ quantlib using FixedRateBond bond(settlementDays, 100.0, schedule, std::vector(1, coupon), dc, Unadjusted, 100.0, issueDate, calendar, exCouponPeriod, calendar);

How to do this in python???