Are Java Swing applications COM/WIN32 based and if not than what APIs are these using at the back end, I mean all the Visual C++, VB applications are COM/WIN32 based, is same the case in Java.
The Swing classes are pure Java code. Somewhere (several layers further down) the JVM uses native code, and on Windows that probably means using the Win32 API (or whatever its current version is called).
Are you doing something where you think calling native code is necessary?
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