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

def dateToDate(dt):
    """
    Converts a python date to a QL Date
    """
    return Date(dt.day, dt.month, dt.year)

#americanExercise = AmericanExercise(settlementDate, maturity)
    americanExercise = AmericanExercise(maturity, settlementDate)
    
    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		")

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)

from quantlib.quotes import SimpleQuote
from quantlib.termstructures.yields.api import DepositRateHelper, FraRateHelper
from quantlib.termstructures.yields.api import FuturesRateHelper, SwapRateHelper
from quantlib.termstructures.yields.api import YieldTermStructure
from quantlib.termstructures.yields.api import (
    PiecewiseYieldCurve, BootstrapTrait, Interpolator )
from quantlib.time.api import Actual360, Date, November, TARGET, Weeks, Annual
from quantlib.time.api import Months, Years, Period, ModifiedFollowing
from quantlib.time.api import Unadjusted, Thirty360, Semiannual, Schedule
from quantlib.time.api import ActualActual, ISDA
from quantlib.time.schedule import Forward
# global data
calendar = TARGET()
todaysDate = Date(6,November,2001);
Settings.instance().evaluation_date = todaysDate
settlementDate = Date(8,November,2001);

# market quotes
deposits = { (1,Weeks): 0.0382,
             (1,Months): 0.0372,
             (3,Months): 0.0363,
             (6,Months): 0.0353,
             (9,Months): 0.0348,
             (1,Years): 0.0345 }

FRAs = { (3,6): 0.037125,
         (6,9): 0.037125,
         (9,12): 0.037125 }

futures = { Date(19,12,2001): 96.2875,
            Date(20,3,2002): 96.7875,
            Date(19,6,2002): 96.9875,

settlementDate = Date(8,November,2001);

# market quotes
deposits = { (1,Weeks): 0.0382,
             (1,Months): 0.0372,
             (3,Months): 0.0363,
             (6,Months): 0.0353,
             (9,Months): 0.0348,
             (1,Years): 0.0345 }

FRAs = { (3,6): 0.037125,
         (6,9): 0.037125,
         (9,12): 0.037125 }

futures = { Date(19,12,2001): 96.2875,
            Date(20,3,2002): 96.7875,
            Date(19,6,2002): 96.9875,
            Date(18,9,2002): 96.6875,
            Date(18,12,2002): 96.4875,
            Date(19,3,2003): 96.3875,
            Date(18,6,2003): 96.2875,
            Date(17,9,2003): 96.0875 }

swaps = { (2,Years): 0.037125,
          (3,Years): 0.0398,
          (5,Years): 0.0443,
          (10,Years): 0.05165,
          (15,Years): 0.055175 }

# convert them to Quote objects
#for n,unit in deposits.keys():
#    deposits[(n,unit)] = SimpleQuote(deposits[(n,unit)])

Interpolator.Linear, settlementDate, instruments, dayCounter)


    # ++++++++++++++++++  build of the underlying process : with a Black-Scholes model 

    print('Creating process')

    bsProcess = BlackScholesProcess(underlying_priceH, riskFreeTS, flatVolTS)


    # ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
    # ++++++++++++++++++++ Description of the option +++++++++++++++++++++++++++++++++++++++
    # ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
    
    Option_name = "IBM Option"
    maturity = Date(26, Jan, 2013)
    strike = 190
    option_type = Call 

    # Here, as an implementation exemple, we make the test with borth american and european exercise
    europeanExercise = EuropeanExercise(maturity)
    # The emericanExercise need also the settlement date, as his right to exerce the buy or call start at the settlement date!
    #americanExercise = AmericanExercise(settlementDate, maturity)
    americanExercise = AmericanExercise(maturity, settlementDate)
    
    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)

(3,Months): 0.0363,
             (6,Months): 0.0353,
             (9,Months): 0.0348,
             (1,Years): 0.0345 }

FRAs = { (3,6): 0.037125,
         (6,9): 0.037125,
         (9,12): 0.037125 }

futures = { Date(19,12,2001): 96.2875,
            Date(20,3,2002): 96.7875,
            Date(19,6,2002): 96.9875,
            Date(18,9,2002): 96.6875,
            Date(18,12,2002): 96.4875,
            Date(19,3,2003): 96.3875,
            Date(18,6,2003): 96.2875,
            Date(17,9,2003): 96.0875 }

swaps = { (2,Years): 0.037125,
          (3,Years): 0.0398,
          (5,Years): 0.0443,
          (10,Years): 0.05165,
          (15,Years): 0.055175 }

# 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():

def pydate_to_qldate(date):
    """
    Converts a datetime object or a date string
    into a QL Date.
    """

    if isinstance(date, Date):
        return date
    if isinstance(date, basestring):
        yy, mm, dd = _parsedate(date)
        return Date(dd, mm, yy)
    else:
        return dt.qldate_from_pydate(date)

deposits = { (1,Weeks): 0.0382,
             (1,Months): 0.0372,
             (3,Months): 0.0363,
             (6,Months): 0.0353,
             (9,Months): 0.0348,
             (1,Years): 0.0345 }

FRAs = { (3,6): 0.037125,
         (6,9): 0.037125,
         (9,12): 0.037125 }

futures = { Date(19,12,2001): 96.2875,
            Date(20,3,2002): 96.7875,
            Date(19,6,2002): 96.9875,
            Date(18,9,2002): 96.6875,
            Date(18,12,2002): 96.4875,
            Date(19,3,2003): 96.3875,
            Date(18,6,2003): 96.2875,
            Date(17,9,2003): 96.0875 }

swaps = { (2,Years): 0.037125,
          (3,Years): 0.0398,
          (5,Years): 0.0443,
          (10,Years): 0.05165,
          (15,Years): 0.055175 }

# 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():

from quantlib.time.api import (
    Date, May, Actual365Fixed, Following, TARGET, Period, Months,
    Quarterly, TwentiethIMM, Years, Schedule, Unadjusted
)
from quantlib.termstructures.credit.api import (
        SpreadCdsHelper, PiecewiseDefaultCurve, ProbabilityTrait, Interpolator )
from quantlib.termstructures.yields.api import FlatForward

if __name__ == '__main__':

    #*********************
    #***  MARKET DATA  ***
    #*********************
    calendar = TARGET()

    todays_date = Date(15, May, 2007)
    # must be a business day
    todays_date = calendar.adjust(todays_date)

    Settings.instance().evaluation_date = todays_date

    # dummy curve
    ts_curve = FlatForward(
        reference_date=todays_date, forward=0.01, daycounter=Actual365Fixed()
    )

    # In Lehmans Brothers "guide to exotic credit derivatives"
    # p. 32 there's a simple case, zero flat curve with a flat CDS
    # curve with constant market spreads of 150 bp and RR = 50%
    # corresponds to a flat 3% hazard rate. The implied 1-year
    # survival probability is 97.04% and the 2-years is 94.18%