The app client container (ACC), but not Java all by itself, knows that the EJB JAR's contents are in the subdirectory.
Please try
appclient -client CustomerCMP-app-client.jar
This way the ACC will prepare the class path correctly so the client can find what it needs. The main program in the generated app client JAR is still your original client main program, so when you run using the java command your program, not the ACC, gains control so the ACC does not have a chance to step in to prepare the environment fully.
- Tim
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