[Quantlib-dev] bivariate student cdf?

[Michal K. <mic...@gm...>]

Hello,

I am wandering whether you (the QuantLib team) would be interested in a 
code for bivariate student cdf?
I needed it for my code and since I did not find any implementation with 
a suitable license, I have implemented it myself.
I did it in my free time, using formulas from a published paper (from 
1954), so I have all rights to the code.
I checked the code against another library (in Matlab) and it gives the 
same results.

At the moment, the code uses standard C/C++ types (double etc), but it 
should not be a big problem to QuantLib-tify it.

My question is, do you have use for this (bivariate Student cdf) in 
QuanLib? And if yes, what is the next step? (I have to admit I have very 
little experience in contributing code to projects.)


Regards,
Michal