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If you can use C++ (C), never use Java and .Net.
If C++ is difficult and time-consumption, use Matlab/SAS/R,
If Matlab is still difficult, hire someone write program for you.
There are too many technical reasons for not to use Java/.Net, for a simple example,
please google "How Java's Floating-Point Hurts Everyone Everywhere".
When you are trapped into the "floating point calculation", it's very hard to
figure out where you are wrong when you use Java or .Net.
Object-oriented is not the point, it a source of inefficiency and confusion, at least,
in the field of financial numerical computation.
If you feel C++ is too difficult, for example, "exception", "template" etc., just do not use
these advanced features, use its "plain C" facility is a wise choice.
If the code in "Modeling Derivatives in C++" written in C, it would be more clearly
to grasp the ideas.
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