I'd like to announce that I have created (some time ago) a FANN bindings for MetaTrader (a trading platform with built in programming language).
The bindings are GNU and can be fund here: http://fann2mql.wordpress.com/
The package is documented and there's also a tutorial I wrote for the mql4.com.
Someone has also pointed to me that he was successful in using it in Excel (here: http://fann2mql.wordpress.com/feedback/#comment-11
Bindings are quite simple and only the limited number of functions is exported but it worked very well form me. I have also added some support for multithreaded parallel network processing with Intel Threding Building Blocks (http://www.threadingbuildingblocks.org
) because I had the need to run dozens of networks at a time. The functionality proved to be stable and useful.
Let me know if you find it interesting.