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What do you mean about application programming? In my company, my group and the group next to mine (we are very close), all the back end processes are written in Java, Python and R. The main pricing libraries are written in C++ or something written in C++. Even some of the heavy linear algebra is written in Java. C# is marginally used for front end apps that need deployment directly into a PC but we are moving to a Web front end solution for our traders. Our internal Risk Models are written in R and the re-valuation and risk engines in Java. The main thing is that we ar a UNIX shop so C# won't be coming in anytime soon. BTW, I work for a big outfit.
What do you mean about application programming? In my company, my group and the group next to mine (we are very close), all the back end processes are written in Java, Python and R. The main pricing libraries are written in C++ or something written in C++. Even some of the heavy linear algebra is written in Java. C# is marginally used for front end apps that need deployment directly into a PC but we are moving to a Web front end solution for our traders. Our internal Risk Models are written in R and the re-valuation and risk engines in Java.
The main thing is that we ar a UNIX shop so C# won't be coming in anytime soon. BTW, I work for a big outfit.
