You can write exit programs in any programming language, if you follow the standard assembler register conventions.
The exits get control in 31-bit addressing mode. Link-edit
each exit program as a separate load module and then place the load
modules in a load library that is accessible to the CICS® VR
job. If the exit program is not in the link list, it must reside in
a data set that is defined to the JOBLIB, STEPLIB, or DWWLOAD ddname.
You also can keep the exit program in your CICS VR
load library. For more information about DWWLOAD ddname, see CICS VR ddnames.