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Install mono on windows. You can download mono from http://www.go-mono.com/mono-downloads/download.html.
Before building import all certificates using below command in Cygwin
mozroots --import --ask-remove
After setting up the environment you can build the agent using Cygwin. In Cygwin you have to execute buildagent.sh script. This script is present in (cloudstack src folder)/plugins/hypervisors/hyperv
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