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I have several programs which have nothing in common with each other, they are completely different applications. However, I have several "Swiss knife" classes, which I use in all of those projects. Currently, when I need to use those classes, I simply copy them over into the project, but this solution is less than ideal since it's all bloaty and not tidy at all. And of course, when I want to edit those classes, I have to do it several times in a row, in each of my applications.

What is the best solution here? Should I export those classes into a .dll, give it to Windows and then all my apps can use that .dll? Or should I use some other solution available in the Visual Studio itself?

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I think the dll solution is appropriate to use.
Just place those common class in different project and build a dll around and use it, or in case of Visual Studio you can import the same project in different solutions or programs..

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If I do the import thing, and update my classes, I will have to recompile all my projects and redistribute them to all users again, correct?
If you make change in function definition which are accessed across then surely you have to, but in case, if only functionality changes without and function definition being changed or new function added then you need to only replace the dll

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