How to output interest rates path with QuantLib Black Karasinski model?

Question

Im trying to implement BLack Karasinski model in Python from scratch, and as an representative example I use QuantLib.

So, the problem is, that calibration can be done in both, C++ and Python, while simulating path of the interest rates is not available in Python.

Here's QL implementation of BK mode:

class BlackKarasinski : public OneFactorModel,
                            public TermStructureConsistentModel {
      public:
        BlackKarasinski(Handle<YieldTermStructure> termStructure,
                        Real a = 0.1, Real sigma = 0.1);

        ext::shared_ptr<ShortRateDynamics> dynamics() const override;

        ext::shared_ptr<Lattice> tree(const TimeGrid& grid) const override;

      private:
        class Dynamics;
        class Helper;

        Real a() const { return a_(0.0); }
        Real sigma() const { return sigma_(0.0); }

        Parameter& a_;
        Parameter& sigma_;
        Parameter phi_;
    };

I have found BlackKarasinski::Dynamics, and Im trying to get short rates as :

auto test = modelBK.get()->dynamics().get()->shortRate(3,0.05);  

by using BermudanSwaption example project, but it gives me error

fitting parameter not set!

So, how do I get BK simulation from QuantLib?