Function swaption_from 

pub(crate) fn swaption_from<R: Scalar>(
    params: &HullWhiteParameters<R>,
    curve: &dyn YieldCurve<R>,
    expiry: NaiveDate,
    start: NaiveDate,
    pay_dates: &[NaiveDate],
    accruals: &[f64],
    fixed_rate: R,
    payer: bool,
) -> Result<R, CurveError>

A European swaption under Hull-White whose swap starts on start, on or after expiry: coupon_bond_option_from on the fixed leg’s flows, struck at par on the start — a payer is the put, a receiver the call. payer_swaption and receiver_swaption are this with the swap starting on the expiry.

Errors

As coupon_bond_option_from.