Why do I get "have cash flows dates that span across tree nodes." error, when using swaptionbyhw

I am trying to calibrate hull white one factor model using volatility surface and zero curve

I followed calibration procedures based on https://uk.mathworks.com/help/fininst/pricing-bermudan-swaptions-with-monte-carlo-simulation.html

at following lines

TimeSpec = hwtimespec(Settle,daysadd(Settle,360*([1:11]),1), 2);
HW1Fobjfun = @(x) SwaptionBlackPrices(relidx) - ...
    swaptionbyhw(hwtree(hwvolspec(Settle,datetime(2034,11,11),x(2),datetime(2034,11,11),x(1)), RateSpec, TimeSpec), 'call', SwaptionStrike(relidx),...
    EurExDatesFull(relidx), 0, EurExDatesFull(relidx), EurMatFull(relidx));
options = optimset('disp','iter','MaxFunEvals',1000,'TolFun',1e-8);

I received warning "Warning: Not all cash flows aligned with the tree. Result will be approximated. " and a error

"Error using cummswapcfbytrintree (line 161)

Instruments {1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34

35 36 46 47 48 49 50 51 52 53 } have cash flows dates that span across tree nodes."

However, when I remove "6mo" and "1.5Yr" rows from the volatility matrix, my code could run without any errors and quickly found optimal solution.

What is the cause of this error? And How can it be addressed?

[Kautuk Raj]

I would like to ask you to share the code file to better understand and reproduce this error.