Visual COBOL Personal Edition | Micro Focus[
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I used to work for this company. It was years ago so a lot has changed but they made Visual COBOL so you can flip between COBOL and C# / VB.
It compiles out to .Net IL, but it might be useful to you.
The problem you will find is that everyone wants to get away from COBOL. It's old, doesn't integrate, and reads horribly compared to more modern languages.
At the very least, the VC PE from MicroFocus would let you use C# with your COBOL code