Pitching an investment bank on using D for their bond analytics

[D Denizen since a year via Digitalmars-d]

Hi.

I have been here a year or so, and trust you will forgive my 
posting pseudonymously on this occasion.  If you guess who it is, 
please be kind enough not to say for now.

A friend has been invited to be a consultant for an investment 
bank that would like to build a set of analytics for fixed income 
products.  The team is currently quite small - about 5 C++ 
developers - and the idea is to start with a proof of concept and 
then build on it as there is further buy-in from the business.

Having been using D for a year or so, I am pretty comfortable 
that it can do the job, and likely much better than the C++ route 
for all the normal reasons.  I haven't experience of using D in a 
proper enterprise environment, but I think this group might be 
open to trying D and that I might be at least part-time involved.

I also have little experience in getting across the merits of 
this technology to people very used to C++, and so I have not yet 
built up a standard set of answers to the normal objections to 
'buying' that will crop up in any situation of this sort.

So I am interested in:

- what are the things to emphasize in building the case for 
trying D?  the most effective factors that persuade people are 
not identical with the technically strongest reasons, because 
often one needs to see it before one gets it.

- what are the likely pitfalls in the early days?

- what are potential factors that might make D a bad choice in 
this scenario?  I would like to use D certainly - but it is of 
course much more important that the client gets the best result, 
however it is done.

- am I right in thinking C++ integration more or less works, 
except instantiating C++ templates from D?  what are the gotchas?

(I appreciate there is not so much to go on, and much depends on 
specific factors).  But any quick thoughts and experiences would 
be very welcome.