This tutorial is to set up an Ubuntu machine to do SSL man-in-the-middle. The target for SSL interception will be a Windows machine.
Prerequisites:

# apt-get install python-dev
# apt-get install python-pip
# apt-get install libxml2-dev
# apt-get install libxslt1-dev

1. Install mitmproxy

We will be using mitmproxy for interception (mitmproxy.org)

# pip install mitmproxy