How to allocate some executable memory in Windows?

[pik33]

I want to have some place in memory where my program will generate some machine code (something like JIT compiler) and then execute it. There are system functions in Linux (mmap/fpmmap) for this purpose - how to replace them in Windows?

[Cyrax]

VirtualAlloc : https://msdn.microsoft.com/en-us/library/windows/desktop/aa366887(v=vs.85).aspx