如何在QuantLib中构建国债收益率曲线？

import QuantLib as ql

curve = ql.ZeroCurve()

dates = [ql.Date(1, 1, 2022), ql.Date(1, 1, 2023), ql.Date(1, 1, 2024)]
rates = [0.02, 0.025, 0.03]

helpers = [ql.FixedRateBondHelper(ql.QuoteHandle(ql.SimpleQuote(rate)),
                                  2, ql.Period(ql.Semiannual), ql.TARGET(),
                                  ql.Following, 100, ql.Date(1, 1, 2022))
           for rate in rates]

curve = ql.PiecewiseLinearZero(0, ql.TARGET(), helpers, ql.Actual360())

curve.enableExtrapolation()

import matplotlib.pyplot as plt

dates = [ql.Date(1, 1, 2022) + ql.Period(i, ql.Years) for i in range(5)]
rates = [curve.zeroRate(date, ql.Actual360(), ql.Compounded, ql.Semiannual).rate()
         for date in dates]

plt.plot(dates, rates)
plt.xlabel('Date')
plt.ylabel('Zero Rate')
plt.title('Government Bond Yield Curve')
plt.show()