I don't really buy the "more libs available in C#" part as far as quantitative finance is concerned.
Sure, if you're writing an "
enterprisey" app then XML and GUI libs in C# are going to come in handy.
On the other hand, it's my impression (correct me if I'm wrong) that as far as numerics are concerned (numerical linear algebra, (pseudo|quasi)-random number generation, numerical optimization, numerical differentiation & integration, solving ODEs/PDEs, etc.) most of that is available for C++ with several high-quality implementations to choose from. This is important, since more choices allow you for a finer tuning considering various trade-offs involved -- consider just numerical linear algebra, where the ease of use, availability of sparse matrices, support for distributed computing, GPUs, license, interoperability with other libraries, quality of documentation, performance for task X, performance for task Y are *all* valid choice variables, as considered
here. Is there a similar variety of numerical linear algebra libs for C#?