Replication of Chen et al. (2018).
This project contains a "model-free" calibration scheme of ATM swaptions, assuming log-normally distributed forward price based on Jamshidian decomposition. This can easily be extended into the multi-curve framework for pricing purposes. More details can be found in Chen et al. (2018).
Chen, R-R., P-L. Hsieh, J. Huang, and J. Huang. 2018. “A Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBOR.” Journal of Fixed Income 28 (3): 68-87–87.