How to calculate forward swap curves for different tenors using QuantLib in python

Question

I am interested in calculating the forward curve for different swap tenors. I have the below code in Python, but I believe that this only calculates the forward discount curve. Are we able to modify the code below to produce the forward curve for the 10Y swap rate for instance?

import pandas as pd
import QuantLib as ql
import matplotlib.pyplot as plt

terms =['1','3','6', '12', '24', '36', '60', '84', '120', '180', '360']
rate = [4.3565, 4.5900, 4.8005, 4.9005,  4.4460, 4.0688,  3.7457, 3.6243,  3.5575,  3.5320, 3.2085]

index = ql.USDLibor(ql.Period('120M'))
helpers = []
dc = ql.Actual360()

for term, r in zip(terms, rate):
    swapIndex = ql.UsdLiborSwapIsdaFixAm(ql.Period(int(term), ql.Months))
    helpers.append(ql.SwapRateHelper(r/100, swapIndex))
    
curve = ql.PiecewiseLogCubicDiscount(0, ql.TARGET(), helpers, dc)
curve.enableExtrapolation()

days = ql.MakeSchedule(curve.referenceDate(), curve.maxDate(), ql.Period('1M'))
fwds = [
    curve.forwardRate(d, ql.UnitedStates(m=0).advance(d,0,ql.Days), dc, ql.Simple).rate()
    for d in days
]

plt.plot([dt.to_date() for dt in days], fwds)
```