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

def zero_curve(ts):
    days = range(10, 365*20, 30)
    dtMat = [calendar.advance(today(), d, Days) for d in days]
    df = np.array([ts.discount(dt) for dt in dtMat])
    dtMat = [QLDateTodate(dt) for dt in dtMat]
    dtToday = QLDateTodate(today())
    dt = np.array([(d-dtToday).days/365.0 for d in dtMat])
    zc = -np.log(df) / dt
    return (dtMat, zc)

def zero_curve(ts, days, dtObs):
    calendar = TARGET()
    dtMat = [calendar.advance(dateToDate(dtObs), d, Days) for d in days]
    df = np.array([ts.discount(dt) for dt in dtMat])
    dtMat = [QLDateTodate(dt) for dt in dtMat]
    dtToday = QLDateTodate(dtObs)
    dt = np.array([(d-dtToday).days/365.0 for d in dtMat])
    zc = -np.log(df) / dt
    return (dtMat, zc)

rate = df_libor.get_value(dtObs, label)
        helper = DepositRateHelper(SimpleQuote(rate / 100.0), tenor,
                                   settlement_days,
                                   calendar, ModifiedFollowing,
                                   end_of_month,
                                   Actual360())

        rate_helpers.append(helper)

    liborIndex = Libor('USD Libor', Period(3, Months),
                       settlement_days,
                       USDCurrency(), calendar,
                       Actual360())

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

    for m, period, label in swapData:
        rate = df_libor.get_value(dtObs, label)
        helper = SwapRateHelper.from_tenor(
            SimpleQuote(rate / 100.0),
            Period(m, Years),
            calendar, Semiannual,
            ModifiedFollowing, Thirty360(),
            liborIndex, spread, fwdStart)

        rate_helpers.append(helper)

    ts_day_counter = ActualActual(ISDA)
    tolerance = 1.0e-15

    ts = PiecewiseYieldCurve.from_reference_date(BootstrapTrait.Discount,

def zero_rate(term_structure, days, dt_settlement, calendar=TARGET()):
    """
    Compute zero-coupon rate, continuous ACT/365 from settlement date to given
    maturity expressed in calendar days
    Return
    - array of maturity dates
    - array of zero-coupon rates
    """

    dtMat = [calendar.advance(pydate_to_qldate(dt_settlement), d, Days)
             for d in days]
    df = np.array([term_structure.discount(dt) for dt in dtMat])
    dtMat = [qldate_to_pydate(dt) for dt in dtMat]
    dtToday = qldate_to_pydate(dt_settlement)
    dt = np.array([(d - dtToday).days / 365.0 for d in dtMat])
    zc = -np.log(df) / dt

    return (dtMat, zc)

def get_term_structure(df_libor, dtObs):

    settings = Settings()

    # Market information
    calendar = TARGET()

    # must be a business day
    eval_date = calendar.adjust(Date.from_datetime(dtObs))
    settings.evaluation_date = eval_date

    settlement_days = 2
    settlement_date = calendar.advance(eval_date, settlement_days, Days)
    # must be a business day
    settlement_date = calendar.adjust(settlement_date)

    depositData = [[1, Months, 'Libor1M'],
                   [3, Months, 'Libor3M'],
                   [6, Months, 'Libor6M']]

    swapData = [[1, Years, 'Swap1Y'],
                [2, Years, 'Swap2Y'],
                [3, Years, 'Swap3Y'],
                [4, Years, 'Swap4Y'],
                [5, Years, 'Swap5Y'],
                [7, Years, 'Swap7Y'],
                [10, Years, 'Swap10Y'],
                [30, Years, 'Swap30Y']]

# loop through rows in option data frame, construct
    # helpers for bid/ask

    oneDay = datetime.timedelta(days=1)
    dtExpiry = [dtTrade + int(t * 365) * oneDay for t in df_option['TTM']]
    df_option['dtExpiry'] = dtExpiry

    options = []
    for index, row in df_option.T.iteritems():

        strike = row['Strike']
        if (strike / spot.value > 1.3) | (strike / spot.value < .7):
            continue

        days = int(365 * row['TTM'])
        maturity = Period(days, Days)

        options.append(HestonModelHelper(
            maturity, calendar, spot.value,
            strike, SimpleQuote(row['IVBid']),
            risk_free_ts, dividend_ts,
            ImpliedVolError))

        options.append(HestonModelHelper(
            maturity, calendar, spot.value,
            strike, SimpleQuote(row['IVAsk']),
            risk_free_ts, dividend_ts,
            ImpliedVolError))

    return {'options': options, 'spot': spot}

def get_term_structure(df_libor, dtObs):
    
    settings = Settings()

    # Market information
    calendar = TARGET()

    # must be a business day
    eval_date = calendar.adjust(today())
    settings.evaluation_date = eval_date

    settlement_days = 2
    settlement_date = calendar.advance(eval_date, settlement_days, Days)
    # must be a business day
    settlement_date = calendar.adjust(settlement_date);

    depositData =[[1, Months, 'Libor1M'],
                  [3, Months, 'Libor3M'],
                  [6, Months, 'Libor6M']]

    swapData = [[ 1, Years, 'Swap1Y'],
                [ 2, Years, 'Swap2Y'],
                [ 3, Years, 'Swap3Y'],
                [ 4, Years, 'Swap4Y'],
                [ 5, Years, 'Swap5Y'],
                [ 7, Years, 'Swap7Y'],
                [ 10, Years,'Swap10Y'],
                [ 30, Years,'Swap30Y']]

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"

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)
        helper = SwapRateHelper(SimpleQuote(rate/100),
                 Period(m, Years), 
            calendar, Annual,
            Unadjusted, Thirty360(),
            liborIndex, spread, fwdStart)

        rate_helpers.append(helper)

    ts_day_counter = ActualActual(ISDA)
    tolerance = 1.0e-15

    ts = term_structure_factory(
        'discount', 'loglinear', settlement_date, rate_helpers,