Does QuantLib support Bermudan-callable cross-currency swaps with a joint IR/FX model?

I am looking to price a Bermudan-callable EUR/USD cross-currency interest rate swap in QuantLib. Assume a three-factor model with: one Hull-White model for USD rates, one Hull-White model for EUR rates, a Black-Scholes FX process, correlations between both rate factors and FX, the appropriate quanto/measure-change drift adjustment. Pricing would require Monte Carlo with Longstaff-Schwartz regression for the early-exercise decision. I understand the theoretical pricing approach. My question is specifically about QuantLib support. Does QuantLib provide a joint multi-currency IR/FX model and Monte Carlo framework suitable for this? I have implemented single currency Bermudan swaption and it prices to market nicely https://quant.tglauner.com . You can login as demo/demo.