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

if((rate_type == 'SWAP') & (period == 'Y')):
        liborIndex = Libor(
            'USD Libor', Period(6, Months), settlement_days,
            USDCurrency(), calendar, Actual360()
        )
        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)

# libor as fixed in London, but cash-flows are determined according to
    # US calendar, hence the need to combine both holidays lists
    calendar = JointCalendar(UnitedStates(), UnitedKingdom())
    
    # must be a business day
    eval_date = calendar.adjust(dateToDate(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']]

    rate_helpers = []

    end_of_month = True

    for m, period, label in depositData:
        tenor = Period(m, Months)

dt_obs = pydate_to_qldate(dt_obs)

    settings = Settings()
    calendar = JointCalendar(UnitedStates(), UnitedKingdom())
    # must be a business day
    eval_date = calendar.adjust(dt_obs)
    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)
    end_of_month = True

    if((rate_type == 'SWAP') & (period == 'Y')):
        liborIndex = Libor(
            'USD Libor', Period(6, Months), settlement_days,
            USDCurrency(), calendar, Actual360()
        )
        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,

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']]

    rate_helpers = []

    end_of_month = True

    for m, period, label in depositData:

settings = Settings()

    # libor as fixed in London, but cash-flows are determined according to
    # US calendar, hence the need to combine both holidays lists
    calendar = JointCalendar(UnitedStates(), UnitedKingdom())
    
    # must be a business day
    eval_date = calendar.adjust(dateToDate(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']]

    rate_helpers = []

    end_of_month = True

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

settlementDays = 2
fixedLegFrequency = Annual
fixedLegTenor = Period(1,Years)
fixedLegAdjustment = Unadjusted
fixedLegDayCounter = Thirty360()
floatingLegFrequency = Semiannual
floatingLegTenor = Period(6,Months)
floatingLegAdjustment = ModifiedFollowing
swapHelpers = [ SwapRateHelper.from_tenor(swaps[(n,unit)],
                               Period(n,unit), calendar,
                               fixedLegFrequency, fixedLegAdjustment,
                               fixedLegDayCounter, Euribor6M())
                for n, unit in swaps.keys() ]

### Curve building 

ts_daycounter = ActualActual(ISDA)

# term-structure construction
helpers = depositHelpers + swapHelpers
depoSwapCurve = PiecewiseYieldCurve.from_reference_date(
    BootstrapTrait.Discount, Interpolator.LogLinear, settlementDate, helpers, ts_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
    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()
    )

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']]

    rate_helpers = []

    end_of_month = True

print("**********************************")
    print("Description of the option:		", Option_name)
    print("Date of maturity:     			", maturity)
    print("Type of the option:   			", option_type)
    print("Strike of the option:		    ", strike)



    # ++++++++++++++++++ Description of the discrete dividends
    # INPUT You have to determine the frequece and rates of the discrete dividend. Here is a sollution, but she's not the only one.
    # Last know dividend:
    dividend			= 0.75 #//0.75
    next_dividend_date	= Date(10,Feb,2012)
    # HERE we have make the assumption that the dividend will grow with the quarterly croissance:
    dividendCroissance	= 1.03
    dividendfrequence	= Period(3, Months)
    dividendDates = []
    dividends = []


    d = next_dividend_date
    while d <= maturity:
        dividendDates.append(d)
        dividends.append(dividend)
        d = d + dividendfrequence
        dividend *= dividendCroissance

    print("Discrete dividends				")
    print("Dates				Dividends		")
    for date, div in zip(dividendDates, dividends):
        print(date, "		", div)

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']]

    rate_helpers = []

    end_of_month = True

    for m, period, label in depositData: