[Quantlib-users] Swaptions volatilities

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

Hi,
now i am using swaption volatilities to calibrate HW 1 factor short rate
model.
but i am getting these data from a service provider and swaptions and swaps
are OTC so getting these type of data kinda hard.
I want to know if there is a way to generate swaption volatilities
(something like pricing swaps then swaption in quantlib and getting the
volatilities) or that's kind ambitious ?
Thank you.