[Quantlib-users] Bermudan swaption engine for GSR model?

[Mark <gr...@gm...>]

Hi,

I used GSR model with Gaussian1dSwaptionEngine for bermudan swaption, I can
get some result, but if I used GSR together with TreeSwaptionEngine, I will
get below error. So I have two questions:
1)  are we able to use GSR together with TreeSwaptionEngine?
2) Is there some particular swaption engine for Bermudan swaption and
American swaption compatible with GSR model?

Thanks,
Mark


TypeError: Wrong number or type of arguments for overloaded function
'new_TreeSwaptionEngine'.
  Possible C/C++ prototypes are:
    TreeSwaptionEngine::TreeSwaptionEngine(ext::shared_ptr<
ShortRateModel > const &,Size,Handle< YieldTermStructure > const &)
    TreeSwaptionEngine::TreeSwaptionEngine(ext::shared_ptr<
ShortRateModel > const &,Size)
    TreeSwaptionEngine::TreeSwaptionEngine(ext::shared_ptr<
ShortRateModel > const &,TimeGrid const &,Handle< YieldTermStructure >
const &)
    TreeSwaptionEngine::TreeSwaptionEngine(ext::shared_ptr<
ShortRateModel > const &,TimeGrid const &)
    TreeSwaptionEngine::TreeSwaptionEngine(Handle< ShortRateModel >
const &,Size,Handle< YieldTermStructure > const &)
    TreeSwaptionEngine::TreeSwaptionEngine(Handle< ShortRateModel >
const &,Size)