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A demo with Matlab Mupad with an Options Call and Put algos converted to various C and C++ projects. You could also use Simulink for even FPGA deployment via HDL for ultra lowest high frequency trading
MATLAB Coder converting Hello World M script to C or C++
Open Source Code Demo of MATLAB Coder converting Hello World M script to C++ file
This is a simple demo of this powerful to demo the conversion of Matlab's M script file to a C++ file for your trading or target platform.
Youtube video and Download the ZIP package from http://quantlabs.net/blog/2012/11/rading-or-hft-open-source-code-demo-of-matlab-coder-toolbox-converting-hello-world-m-script-to-c-file-free-opensource/