Swaption pricing with negative rates

[Björn]

Hi,

I'm reposting this as my previous post probably got lost ...

I'd like to price a European swaption using the shifted log-normal (or the Bachelier) model, given a set of ATM vols + forward and discount curves (with negative rates).

Could anyone please point me to a python example showing how to do this?

Many thanks,
Björn