[Quantlib-users] Swaption pricer

[Daniel L. <dan...@gm...>]

Hi,

I need to price a Bermudian type swaption which has multiple maturity
dates (total number 5) however underlying swap is OIS, which has a
fixed maturity date.

I found some swaption examples, where underlying swap has only fixed
maturity term, not fixed maturity date. Therefore in my case, at eah
exercise date, underlying swap's maturity term is lesser.

Can you please point if there any such quantlib implementation or
example to price such swaption based on hull white model?