[Quantlib-dev] a QuantLib newbie PhD student who want to implement Multi-factor Copula

[Stephen T. <ko...@gm...>]

Hi All,

  I am a PhD student who has recently started using QuantLib. It happened
some days ago that I need to do some calculations using the Multi-factor
gaussian copula credit model.
I found out that QuantLib lacks it but instead has several single-factor
copula models.
  At the same time, I want to participate in the QuantLib project so as to
brush up my C++ as well as gain some experience in large-scale software
development. Multi-factor gaussian copula model seems a good starting point
because it involves mainly mathematical calcaltions and so I can code it
even without fully understanding complicated classes like PricingEngine.
What do you guys think? Besides, any advice on what parts of QuantLib I
should study in detail before coding it? And can people who contributed to
QuantLib when they were relativeily new users share some experience?
  Also, is any one also implementing it or something similar?
  Thanks a lot.

Cheers,
Stephen