QuoteExcel/VBA is a must, whether you like it or not.That is not necessarily true. I haven't used Excel at all for the last 2 years. I have used it in one previous job where the coding was in F#/C#. I have never used VBA.

I personnally don't think you are significantly more productive in C# for quant stuff. If you know F# well enough, then I admit you might get some significant productivity gains.Learning C++ well will definitively take longer, that's for sure.I coded in C++, F#, C#, Java, C and Python. I like all of them.

QuoteOriginally posted by: madmaxI personnally don't think you are significantly more productive in C# for quant stuff. Learning C++ well will definitively take longer, that's for sure.If we don't take the second sentence into the formula, it might then not make a difference, maybe. My own estimate does include the C# vs C++ 'learnability' factor. It's like total recall that we measure *all* the resources we expend on learning something.With C++ there are so many choices; C# protects you from hurting yourself.

QuoteOriginally posted by: PolterC# has some problems when you want to use generic numerics (generic programming + numerical methods --The limitations are severe if you have been used to C++ templates. Some things you expect to work, don't.

QuoteOriginally posted by: madmaxQuoteExcel/VBA is a must, whether you like it or not.That is not necessarily true. I haven't used Excel at all for the last 2 years. I have used it in one previous job where the coding was in F#/C#. I have never used VBA.Don't know what other people here think about this, but IMO you might well be an exception and maybe this could lead to an incorrect picture of the actual situation.*All* of the groups I've known (FO/MO/BO) are forced to use XL as a front end because of external constraints, being them traders, regulators, risk manager etc. I do have to do that myself, even if I prefer (and parallelly use) Python for testing my C++ libs. Even many people working in software firms, or consulting, are sometimes required to produce spreadsheets, so I'd be curious to know what you do for a living. I mean, in my prev job we use to play around with F# but it was more kind of a research project -- not production.

Does anyone use Open Office Calc API? How does OO C++ and Java API compare to XL's C++ and C# API.

i've never used it but QuantLibXL supports it (or at least it used to...)