Quantlib Black Karasinski calibration with negative rates

Question

I was calibrating Black Karasinski model using QuantLib-Python with Euro swaption at-the-money vol surface using TreeSwaptionEngine. I got the following error:

return _QuantLib.CalibratedModel_calibrate(self, *args) RuntimeError: root not bracketed: f[-50,50] -> [1.434457e-04,1.000143e+00]

Might this error be related with negative interest rates?

Does Quantlib ql.BlackKarasinski allow ShiftedLognormal option and a displacement input?

Many thanks,

Huarong