You should talk to your Account Manager about possibly upgrading to Visual COBOL. Visual COBOL can install into Visual Studio and you can create full managed code .NET applications or it can install into Eclipse and allow you to create managed code JVM applications to run in Java environments. Both products support the creation of native code COBOL applications running under Windows and the Eclipse product works in conjunction with the Visual COBOL Development Hub product to allow you to do remote development on your Linux or Unix system.
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