[Quantlib-users] Callable bonds and HW model question

[El Y. F. <fah...@gm...>]

Hello,
I am new to Quantlib, and I am trying to evaluate callable bonds and I am
using the HW 1 factor model for short rates.
for now i calibrate the model using swaptions volatilities
and I have some questions:
 1 - can I calibrate the model using swaption prices? If yes can you show
me an example or guide me? I'm using python
2 - is the HW model good in this case or should i switch to another model?
I tried the 2 factor model but for some reason it gives me an error when I
use the Function callableBond.OAS()
any kind of help would be appreciated
thank you