quantlib extension

[Lapin]

Hi,

After having using QL bundle in my code, I find it more efficient to do the other way around: extend QL with my code.

To do so I have a list of questions in my mind:

1. QL code seems quite complex to me so I am wondering if someone could give me a tip on how to extend it without having something dirty after a while?

2. Can anybody explains me what is the goal of the calibration helper?

3. Do you know where I could add a function that will calibrate a full BS Implied vol surface for FX following Mercurio and Castagna's paper? It's kind of calibration helper (if I understand it) for a black variance surface (in the term structure/volatility/ dir), but I don't know where could be a good idea to add my code: would it be better to add a new equity (since FX does not exist yet  ) model with a calibration helper that will create an equity term structure?

Thanks a lot