Swaption pricing with negative rates

Posted by Björn on Sep 23, 2016; 5:07am
URL: http://quantlib.414.s1.nabble.com/Swaption-pricing-with-negative-rates-tp17745.html

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