Runtime Compiled C++ (code avaialble on github https://github.com/RuntimeCompiledCPlusPlus/RuntimeCompiledC...) allows you to change a C++ program whilst it's running.

It uses shared libraries (DLLs) to do so, but manages the creation of these for you so you don't have to set it up. Only the required changes are re-compiled and linked into the shared library, which improves turn around times over approachs such as UE4's Hot Reload which recompiles the entire game lib.