[Quantlib-users] SOFR index runtime Error

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

Hi,

If I used index=Euribor6M(termstructure) as the yield curve I can calculate
European swaption through GSR model, but once I changed the index to
index=Sofr(termstructure), I will get below error:

atmSwaption.NPV()
Return _QuantLib.Intrument_NPV(self)
RuntimeError:  G(t,w) should be called with w (0.912329) not lesser than
t(0.915068)

Does anyone know what this error message means?

Thanks,
Mark