How to use the quantlib.time.api.DayCounter.from_name function in QuantLib

"""

    # Create schedule based on market and bond parameters.
    index = market._floating_rate_index
    schedule = Schedule.from_rule(
        issue_date,
        maturity,
        Period(tenor),
        index.fixing_calendar,
        index.business_day_convention,
        index.business_day_convention,
        Rule.Backward,  # Date generation rule
        index.end_of_month,
        )

    daycounter = DayCounter.from_name("Actual/Actual (Bond)")
    helper = FixedRateBondHelper(
        SimpleQuote(clean_price),
        market._params.settlement_days,
        100.0,
        schedule,
        coupons,
        daycounter,
        Following,  # Payment convention
        100.0,
        issue_date)

    return helper

end_of_month = True,
            day_counter = DayCounter.from_name(
                market._params.floating_leg_daycount))
    elif rate_type.startswith('ER'):
        # TODO For Euribor futures, we found it useful to supply the `imm_date`
        # parameter directly, instead of as a number of periods from the
        # evaluation date, as for ED futures. To achieve this, we pass the
        # `imm_date` in the `tenor` field of the quote.
        helper = FuturesRateHelper(
            price=SimpleQuote(quote_value),
            imm_date=tenor,
            length_in_months=3,
            calendar=market._floating_rate_index.fixing_calendar,
            convention=market._floating_rate_index.business_day_convention,
            end_of_month=True,
            day_counter=DayCounter.from_name(
                market._params.floating_leg_daycount))
    else:
        raise Exception("Rate type %s not supported" % rate_type)

    return helper

"""

    rate_type, tenor, quote_value = quote

    if rate_type == 'SWAP':
        libor_index = market._floating_rate_index
        spread = SimpleQuote(0)
        fwdStart = Period(0, Days)
        helper = SwapRateHelper.from_tenor(
            quote_value,
            Period(tenor),
            market._floating_rate_index.fixing_calendar,
            Period(market._params.fixed_leg_period).frequency,
            BusinessDayConvention.from_name(
                market._params.fixed_leg_convention),
            DayCounter.from_name(market._params.fixed_leg_daycount),
            libor_index, spread, fwdStart)
    elif rate_type == 'DEP':
        end_of_month = True
        helper = DepositRateHelper(
            quote_value,
            Period(tenor),
            market._params.settlement_days,
            market._floating_rate_index.fixing_calendar,
            market._floating_rate_index.business_day_convention,
            end_of_month,
            DayCounter.from_name(market._deposit_daycount))
    elif rate_type == 'ED':
        if reference_date is None:
            raise Exception("Reference date needed with ED Futures data")

        forward_date = next_imm_date(reference_date, tenor)

market._floating_rate_index.fixing_calendar,
            Period(market._params.fixed_leg_period).frequency,
            BusinessDayConvention.from_name(
                market._params.fixed_leg_convention),
            DayCounter.from_name(market._params.fixed_leg_daycount),
            libor_index, spread, fwdStart)
    elif rate_type == 'DEP':
        end_of_month = True
        helper = DepositRateHelper(
            quote_value,
            Period(tenor),
            market._params.settlement_days,
            market._floating_rate_index.fixing_calendar,
            market._floating_rate_index.business_day_convention,
            end_of_month,
            DayCounter.from_name(market._deposit_daycount))
    elif rate_type == 'ED':
        if reference_date is None:
            raise Exception("Reference date needed with ED Futures data")

        forward_date = next_imm_date(reference_date, tenor)

        helper = FuturesRateHelper(
            price =SimpleQuote(quote_value),
            imm_date = qldate_from_pydate(forward_date),
            length_in_months = 3,
            calendar = market._floating_rate_index.fixing_calendar,
            convention = market._floating_rate_index.business_day_convention,
            end_of_month = True,
            day_counter = DayCounter.from_name(
                market._params.floating_leg_daycount))
    elif rate_type.startswith('ER'):

end_of_month,
            DayCounter.from_name(market._deposit_daycount))
    elif rate_type == 'ED':
        if reference_date is None:
            raise Exception("Reference date needed with ED Futures data")

        forward_date = next_imm_date(reference_date, tenor)

        helper = FuturesRateHelper(
            price =SimpleQuote(quote_value),
            imm_date = qldate_from_pydate(forward_date),
            length_in_months = 3,
            calendar = market._floating_rate_index.fixing_calendar,
            convention = market._floating_rate_index.business_day_convention,
            end_of_month = True,
            day_counter = DayCounter.from_name(
                market._params.floating_leg_daycount))
    elif rate_type.startswith('ER'):
        # TODO For Euribor futures, we found it useful to supply the `imm_date`
        # parameter directly, instead of as a number of periods from the
        # evaluation date, as for ED futures. To achieve this, we pass the
        # `imm_date` in the `tenor` field of the quote.
        helper = FuturesRateHelper(
            price=SimpleQuote(quote_value),
            imm_date=tenor,
            length_in_months=3,
            calendar=market._floating_rate_index.fixing_calendar,
            convention=market._floating_rate_index.business_day_convention,
            end_of_month=True,
            day_counter=DayCounter.from_name(
                market._params.floating_leg_daycount))
    else:

_params = self._params._replace(**kwargs)

        index = IborIndex.from_name(self._market,
                                    self._forecast_term_structure,
                                    **kwargs)

        swap_type = Payer
        nominal = 100.0
        fixed_convention = \
            BusinessDayConvention.from_name(_params.fixed_leg_convention)
        floating_convention = \
            BusinessDayConvention.from_name(_params.floating_leg_convention)
        fixed_frequency = \
            Period(_params.fixed_leg_period)
        floating_frequency = Period(_params.floating_leg_period)
        fixed_daycount = DayCounter.from_name(_params.fixed_leg_daycount)
        float_daycount = DayCounter.from_name(_params.floating_leg_daycount)
        calendar = calendar_from_name(_params.calendar)

        maturity = calendar.advance(settlement_date, length, Years,
                                    convention=floating_convention)

        fixed_schedule = Schedule.from_rule(settlement_date, maturity,
                                  fixed_frequency, calendar,
                                  fixed_convention, fixed_convention,
                                  Rule.Forward, False)

        float_schedule = Schedule.from_rule(settlement_date, maturity,
                                  floating_frequency,
                                  calendar, floating_convention,
                                  floating_convention,
                                  Rule.Forward, False)