While pricing a awaption in vasicek model, I am confused about what term structure should I pass into the Swap class.
eg., Today's spot rate is 0.05
I noted that for Hullwhite model examples, the input can be a FlatForward termstructure of 0.05.
If I try using flatforward structure with 0.05 for Vasicek model, the swaption object does give me some output value of Swaption NPV.
I have a doubt whether this is even consistent, because in Vasicek model the term structure is already defined by the a,b,sigma parameters. Should I then derive the discount curve of Vasicek model and use it instead? Also is there an easy way to do it, since the Vasicek class does not seem to expose term structure variable?