Is open source GSL the way to for best open source Math functions through C++ and DOtNet C Sharp applications for quant analysis?
Some of Ernie Chan’s code does not play nice with the Matlab Builder NE on my C# code. I really don’t have the tinker with it. It did code generate to C++ with Matlab Coder but it is kind of UN-usable to how it is generated. Even the Matlab 2013 COder toolbox verions give you weak compiler configuration as compared to 2011. As a result, i looking at the GSL for use in C# but is tought to integrate. I can build GSL C++ 32 bi version but struggling with 64 bit version. It only wants to work on VIsual Studio 201 for some reason. More to come
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