# Actual360 convention in quantlib schedule

I'm trying to make a payment schedule for different bonds in quantlib. For example, I made such a schedule:

schedule = ql.Schedule(effective_date, maturity_date, ql.Period(ql.Semiannual),
ql.India(), ql.ModifiedFollowing, ql.Actual365Fixed.Standard, ql.DateGeneration.Backward, False)


However, when I am trying to make another schedule with actual/360 day convention, I can't find any method in the class ql.Actual360 (like Standard in ql.Actual365Fixed) that works. I just tried this code:

schedule = ql.Schedule(effective_date, maturity_date, ql.Period(ql.Quarterly),
ql.India(), ql.ModifiedFollowing, ql.Actual360(), ql.DateGeneration.Backward, False)


TypeError: Wrong number or type of arguments for overloaded function 'new_Schedule'.

Is there a way to build a schedule with the Actual360 convention in quantlib?