I previously wrote about compiling the JMX API in Mustang by extracting the necessary subset of the sources and getting your IDE to make a build.xml for you. Joël Féraud has now posted a description of how to compile the JMX API with a purpose-designed build.xml that's included in the Mustang sources.

The instructions I gave are still of interest for building other subsets of the Mustang API, but for the JMX API Joël's method is much simpler!

By the way, this is basically the way we build within the JMX team at Sun.