I just added inline_module's and submitted a PR today here: https://github.com/cython/cython/pull/555 My intent was something like OpenCL's JIT/AOC compilation (PyCUDA/PyOpenCL also work this way) which is simple and high performance, and I saw cython had this capability and just needed a little bit of a wrapper to expose it better. But after trying to put it into use for my own problems, where I would regularly want to use Eigen or other integration problems I realized I'd still have to write and save [many] code fragments to other files which cythonize-ing would read in through includes, when you need to work with something that doesn't have a cython cimport module. This is pretty ugly and doesn't achieve the easier flow that I had wanted. However if there was a way to embed C/C++ inside a pyx file (that is inline to strings), there would be no such issue. I submitted an issue here https://github.com/cython/cython/issues/556 but I was hoping to get the ball rolling if the ML is where the development conversations happen - it's not clear to me right now the best place for the Cython project to request this from, so sorry to cross post. Regards, -Jason