So, I'm trying to calibrate the Hull-White 1-factor model given Black swaption volatilities that I have from the Bloomberg terminal. I'm following the Jamshidian method as described in this thesis (3.3) I do have some problems and I wonder if you want to look at my R code. Particularly I'm having problems finding r* for one, I have no clear understanding of where we get the notional L, and secondly it seems weird to me that I use the Hull-White model to find bond prices for use in calibrations using an uncalibrated model. The R code can be found below. Regards!