I have been trying to get my feet wet with C++ and in addition connect Java with C++. Eclipse, a nice java open source development platform, can be used for C++ development and in turn integration of C++ with Java. I did some searching today for using
Quantlib (an open source C++ finance library) with Java and I seem to have hit the gold mine.
This is an excellent website which kills many birds with one stone in a very clean and
straightforward tutorial environment.
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