How to use the quantlib.time.api.Actual360 function in QuantLib

logging.basicConfig(level=logging.INFO)
logger = logging.getLogger(__name__)

calendar = TARGET()

date_today      = Date(6,9,2011)
date_payment    = Date(6,12,2000)
settlement_days = 2

quote = SimpleQuote(value=0.03)

term_structure = FlatForward(
    settlement_days = settlement_days,
    quote           = quote,
    calendar        = NullCalendar(),
    daycounter      = Actual360()
)

try:
    df_1 = term_structure.discount(date_payment)
    print('rate: %f df_1: %f' % (quote.value, df_1))
except RuntimeError as exc:
    logger.error('Evaluation date and discount date issue.')
    logger.exception(exc)

print("Price of the underlying at t0:	", underlying_price)
    print("Volatility of the underlying:		", underlying_vol)

    # For a great managing of price and vol objects --> Handle
    underlying_priceH  = SimpleQuote(underlying_price)

    # We suppose the vol constant : his term structure is flat --> BlackConstantVol object
    flatVolTS = BlackConstantVol(settlementDate, calendar, underlying_vol, dayCounter)
    
    # ++++++++++++++++++++ Description of Yield Term Structure
    
    #  Libor data record 
    print("**********************************")
    print("Description of the Libor used for the Yield Curve construction") 
    
    Libor_dayCounter = Actual360();

    liborRates = []
    liborRatesTenor = []
    # INPUT : all the following data are input : the rate and the corresponding tenor
    #		You could make the choice of more or less data
    #		--> However you have tho choice the instruments with different maturities
    liborRates = [ 0.002763, 0.004082, 0.005601, 0.006390, 0.007125, 0.007928, 0.009446, 
            0.01110]
    liborRatesTenor = [Period(tenor, Months) for tenor in [1,2,3,4,5,6,9,12]]
    
    for tenor, rate in zip(liborRatesTenor, liborRates):
        print(tenor, "\t\t\t", rate)

    # Swap data record 

    # description of the fixed leg of the swap

# INPUT : all the following data are input : the rate and the corresponding tenor
    #		You could make the choice of more or less data
    #		--> However you have tho choice the instruments with different maturities
    liborRates = [ 0.002763, 0.004082, 0.005601, 0.006390, 0.007125, 0.007928, 0.009446, 
            0.01110]
    liborRatesTenor = [Period(tenor, Months) for tenor in [1,2,3,4,5,6,9,12]]
    
    for tenor, rate in zip(liborRatesTenor, liborRates):
        print(tenor, "\t\t\t", rate)

    # Swap data record 

    # description of the fixed leg of the swap
    Swap_fixedLegTenor	= Period(12, Months) # INPUT
    Swap_fixedLegConvention = ModifiedFollowing # INPUT
    Swap_fixedLegDayCounter = Actual360() # INPUT
    # description of the float leg of the swap
    Swap_iborIndex =  Libor(
        "USDLibor", Period(3,Months), settlement_days, USDCurrency(),
        UnitedStates(), Actual360()
    )

    print("Description of the Swap used for the Yield Curve construction")
    print("Tenor of the fixed leg:			", Swap_fixedLegTenor)
    print("Index of the floated leg: 		", Swap_iborIndex.name)
    print("Maturity		Rate				")

    swapRates = []
    swapRatesTenor = []
    # INPUT : all the following data are input : the rate and the corresponding tenor
    #		You could make the choice of more or less data
    #		--> However you have tho choice the instruments with different maturities

[ 5, Years, 'Swap5Y'],
                [ 7, Years, 'Swap7Y'],
                [ 10, Years,'Swap10Y'],
                [ 30, Years,'Swap30Y']]

    rate_helpers = []

    end_of_month = True

    for m, period, label in depositData:
        tenor = Period(m, Months)
        rate = df_libor.get_value(dtObs, label)
        helper = DepositRateHelper(float(rate/100), tenor,
                 settlement_days,
                 calendar, ModifiedFollowing, end_of_month,
                 Actual360())

        rate_helpers.append(helper)

    endOfMonth = True

    liborIndex = Libor('USD Libor', Period(6, Months),
                       settlement_days,
                       USDCurrency(), calendar,
                       ModifiedFollowing,
                       endOfMonth, Actual360())

    spread = SimpleQuote(0)
    fwdStart = Period(0, Days)

    for m, period, label in swapData:
        rate = df_libor.get_value(dtObs, label)

# convert them to Quote objects
#for n,unit in deposits.keys():
#    deposits[(n,unit)] = SimpleQuote(deposits[(n,unit)])
for n,m in FRAs.keys():
    FRAs[(n,m)] = SimpleQuote(FRAs[(n,m)])
for d in futures.keys():
    futures[d] = SimpleQuote(futures[d])
for s in swaps.keys():
    swaps[s] = SimpleQuote(swaps[s])
#for n,unit in swaps.keys():
#    swaps[(n,unit)] = SimpleQuote(swaps[(n,unit)])

# build rate helpers

day_counter = Actual360()
settlementDays = 2
depositHelpers = [ DepositRateHelper(v,
                                     Period(n,unit), settlementDays,
                                     calendar, ModifiedFollowing,
                                     False, day_counter)
                   for (n, unit), v in deposits.items()]

day_counter = Actual360()
settlementDays = 2
fraHelpers = [ FraRateHelper(v,
                             n, m, settlementDays,
                             calendar, ModifiedFollowing,
                             False, day_counter)
               for (n, m), v in FRAs.items() ]

day_counter = Actual360()

for s in swaps.keys():
    swaps[s] = SimpleQuote(swaps[s])
#for n,unit in swaps.keys():
#    swaps[(n,unit)] = SimpleQuote(swaps[(n,unit)])

# build rate helpers

day_counter = Actual360()
settlementDays = 2
depositHelpers = [ DepositRateHelper(v,
                                     Period(n,unit), settlementDays,
                                     calendar, ModifiedFollowing,
                                     False, day_counter)
                   for (n, unit), v in deposits.items()]

day_counter = Actual360()
settlementDays = 2
fraHelpers = [ FraRateHelper(v,
                             n, m, settlementDays,
                             calendar, ModifiedFollowing,
                             False, day_counter)
               for (n, m), v in FRAs.items() ]

day_counter = Actual360()
months = 3
futuresHelpers = [ FuturesRateHelper(futures[d],
                                     d, months,
                                     calendar, ModifiedFollowing,
                                     True, day_counter)
                   for d in futures.keys() ]

settlementDays = 2

spread = SimpleQuote(0)
        fwdStart = Period(0, Days)
        helper = SwapRateHelper.from_tenor(
            SimpleQuote(rate),
            Period(tenor, Years),
            calendar, Annual,
            Unadjusted, Thirty360(),
            liborIndex, spread, fwdStart)
    elif((rate_type == 'LIBOR') & (period == 'M')):
        helper = DepositRateHelper(SimpleQuote(rate),
                                   Period(tenor, Months),
                                   settlement_days,
                                   calendar,
                                   ModifiedFollowing,
                                   end_of_month,
                                   Actual360())
    else:
        raise Exception("Rate type %s not supported" % label)

    return (helper)

0.01110]
    liborRatesTenor = [Period(tenor, Months) for tenor in [1,2,3,4,5,6,9,12]]
    
    for tenor, rate in zip(liborRatesTenor, liborRates):
        print(tenor, "\t\t\t", rate)

    # Swap data record 

    # description of the fixed leg of the swap
    Swap_fixedLegTenor	= Period(12, Months) # INPUT
    Swap_fixedLegConvention = ModifiedFollowing # INPUT
    Swap_fixedLegDayCounter = Actual360() # INPUT
    # description of the float leg of the swap
    Swap_iborIndex =  Libor(
        "USDLibor", Period(3,Months), settlement_days, USDCurrency(),
        UnitedStates(), Actual360()
    )

    print("Description of the Swap used for the Yield Curve construction")
    print("Tenor of the fixed leg:			", Swap_fixedLegTenor)
    print("Index of the floated leg: 		", Swap_iborIndex.name)
    print("Maturity		Rate				")

    swapRates = []
    swapRatesTenor = []
    # INPUT : all the following data are input : the rate and the corresponding tenor
    #		You could make the choice of more or less data
    #		--> However you have tho choice the instruments with different maturities
    swapRates = [0.005681, 0.006970, 0.009310, 0.012010, 0.014628, 0.016881, 0.018745,
                 0.020260, 0.021545]
    swapRatesTenor = [Period(i, Years) for i in range(2, 11)]

def dividendOption():
    # ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
    # ++++++++++++++++++++ General Parameter for all the computation +++++++++++++++++++++++
    # ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

    # declaration of the today's date (date where the records are done)
    todaysDate = Date(24 , Jan ,2012)	# INPUT
    Settings.instance().evaluation_date = todaysDate #!\ IMPORTANT COMMAND REQUIRED FOR ALL VALUATIONS
    calendar = UnitedStates() # INPUT
    settlement_days	= 2	# INPUT
    # Calcul of the settlement date : need to add a period of 2 days to the todays date
    settlementDate =  calendar.advance(
        todaysDate, period=Period(settlement_days, Days)
    )
    dayCounter = Actual360() # INPUT
    currency = USDCurrency() # INPUT	

    print("Date of the evaluation:			", todaysDate)
    print("Calendar used:         			", calendar.name)
    print("Number of settlement Days:		", settlement_days)
    print("Date of settlement:       		", settlementDate)
    print("Convention of day counter:		", dayCounter.name)
    print("Currency of the actual context:\t\t", currency.name)

    # ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
    # ++++++++++++++++++++ Description of the underlying +++++++++++++++++++++++++++++++++++
    # ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

    underlying_name		= "IBM"
    underlying_price	= 191.75	# INPUT
    underlying_vol		= 0.2094	# INPUT