BermudanSwaption using non flatforward YieldTermStructure

Hi all,

I'm trying to reproduce some calculations from Brigo and Mercurio book interest rate models - theory and practice 2nd edition. particularly the g2++ model in chapter 4. I'm using the BermudaSwaption example and have modified the data but am not understanding how to change from the FlatForward YieldTermStructure to a non-FlatForward yield term structure (using values from Fig 1.1) so i can reproduce their results. Any help would be greatly appreciated!

Thanks -Joe