194 lines
6.8 KiB
C++
194 lines
6.8 KiB
C++
#ifndef FIX43_ALLOCATION_H
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#define FIX43_ALLOCATION_H
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#include "Message.h"
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namespace FIX43
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{
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class Allocation : public Message
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{
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public:
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Allocation() : Message(MsgType()) {}
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Allocation(const FIX::Message& m) : Message(m) {}
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Allocation(const Message& m) : Message(m) {}
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Allocation(const Allocation& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("J"); }
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Allocation(
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const FIX::AllocID& aAllocID,
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const FIX::AllocTransType& aAllocTransType,
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const FIX::AllocType& aAllocType,
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const FIX::Side& aSide,
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const FIX::Quantity& aQuantity,
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const FIX::AvgPx& aAvgPx,
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const FIX::TradeDate& aTradeDate )
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: Message(MsgType())
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{
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set(aAllocID);
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set(aAllocTransType);
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set(aAllocType);
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set(aSide);
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set(aQuantity);
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set(aAvgPx);
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set(aTradeDate);
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}
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FIELD_SET(*this, FIX::AllocID);
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FIELD_SET(*this, FIX::AllocTransType);
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FIELD_SET(*this, FIX::AllocType);
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FIELD_SET(*this, FIX::RefAllocID);
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FIELD_SET(*this, FIX::AllocLinkID);
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FIELD_SET(*this, FIX::AllocLinkType);
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FIELD_SET(*this, FIX::BookingRefID);
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FIELD_SET(*this, FIX::Side);
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FIELD_SET(*this, FIX::Symbol);
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FIELD_SET(*this, FIX::SymbolSfx);
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FIELD_SET(*this, FIX::SecurityID);
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FIELD_SET(*this, FIX::SecurityIDSource);
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FIELD_SET(*this, FIX::Product);
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FIELD_SET(*this, FIX::CFICode);
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FIELD_SET(*this, FIX::SecurityType);
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FIELD_SET(*this, FIX::MaturityMonthYear);
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FIELD_SET(*this, FIX::MaturityDate);
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FIELD_SET(*this, FIX::CouponPaymentDate);
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FIELD_SET(*this, FIX::IssueDate);
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FIELD_SET(*this, FIX::RepoCollateralSecurityType);
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FIELD_SET(*this, FIX::RepurchaseTerm);
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FIELD_SET(*this, FIX::RepurchaseRate);
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FIELD_SET(*this, FIX::Factor);
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FIELD_SET(*this, FIX::CreditRating);
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FIELD_SET(*this, FIX::InstrRegistry);
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FIELD_SET(*this, FIX::CountryOfIssue);
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FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LocaleOfIssue);
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FIELD_SET(*this, FIX::RedemptionDate);
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FIELD_SET(*this, FIX::StrikePrice);
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FIELD_SET(*this, FIX::OptAttribute);
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FIELD_SET(*this, FIX::ContractMultiplier);
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FIELD_SET(*this, FIX::CouponRate);
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FIELD_SET(*this, FIX::SecurityExchange);
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FIELD_SET(*this, FIX::Issuer);
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FIELD_SET(*this, FIX::EncodedIssuerLen);
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FIELD_SET(*this, FIX::EncodedIssuer);
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FIELD_SET(*this, FIX::SecurityDesc);
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FIELD_SET(*this, FIX::EncodedSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedSecurityDesc);
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FIELD_SET(*this, FIX::NoSecurityAltID);
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class NoSecurityAltID: public FIX::Group
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{
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public:
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NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
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FIELD_SET(*this, FIX::SecurityAltID);
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FIELD_SET(*this, FIX::SecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::Quantity);
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FIELD_SET(*this, FIX::LastMkt);
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FIELD_SET(*this, FIX::TradeOriginationDate);
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FIELD_SET(*this, FIX::TradingSessionID);
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FIELD_SET(*this, FIX::TradingSessionSubID);
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FIELD_SET(*this, FIX::PriceType);
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FIELD_SET(*this, FIX::AvgPx);
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::AvgPrxPrecision);
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FIELD_SET(*this, FIX::NoPartyIDs);
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class NoPartyIDs: public FIX::Group
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{
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public:
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NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
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FIELD_SET(*this, FIX::PartyID);
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FIELD_SET(*this, FIX::PartyIDSource);
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FIELD_SET(*this, FIX::PartyRole);
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FIELD_SET(*this, FIX::PartySubID);
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};
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FIELD_SET(*this, FIX::TradeDate);
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FIELD_SET(*this, FIX::TransactTime);
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FIELD_SET(*this, FIX::SettlmntTyp);
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FIELD_SET(*this, FIX::FutSettDate);
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FIELD_SET(*this, FIX::GrossTradeAmt);
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FIELD_SET(*this, FIX::Concession);
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FIELD_SET(*this, FIX::TotalTakedown);
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FIELD_SET(*this, FIX::NetMoney);
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FIELD_SET(*this, FIX::PositionEffect);
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FIELD_SET(*this, FIX::Text);
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FIELD_SET(*this, FIX::EncodedTextLen);
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FIELD_SET(*this, FIX::EncodedText);
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FIELD_SET(*this, FIX::NumDaysInterest);
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FIELD_SET(*this, FIX::AccruedInterestRate);
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FIELD_SET(*this, FIX::TotalAccruedInterestAmt);
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FIELD_SET(*this, FIX::LegalConfirm);
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FIELD_SET(*this, FIX::NoOrders);
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class NoOrders: public FIX::Group
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{
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public:
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NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,0)) {}
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FIELD_SET(*this, FIX::ClOrdID);
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FIELD_SET(*this, FIX::OrderID);
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FIELD_SET(*this, FIX::SecondaryOrderID);
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FIELD_SET(*this, FIX::SecondaryClOrdID);
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FIELD_SET(*this, FIX::ListID);
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};
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FIELD_SET(*this, FIX::NoExecs);
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class NoExecs: public FIX::Group
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{
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public:
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NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,527,31,29,0)) {}
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FIELD_SET(*this, FIX::LastQty);
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FIELD_SET(*this, FIX::ExecID);
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FIELD_SET(*this, FIX::SecondaryExecID);
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FIELD_SET(*this, FIX::LastPx);
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FIELD_SET(*this, FIX::LastCapacity);
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};
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FIELD_SET(*this, FIX::NoAllocs);
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class NoAllocs: public FIX::Group
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{
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public:
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NoAllocs() : FIX::Group(78,79,FIX::message_order(79,366,80,467,81,539,208,209,161,360,361,12,13,479,497,153,154,119,120,155,156,159,160,136,0)) {}
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FIELD_SET(*this, FIX::AllocAccount);
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FIELD_SET(*this, FIX::AllocPrice);
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FIELD_SET(*this, FIX::AllocQty);
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FIELD_SET(*this, FIX::IndividualAllocID);
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FIELD_SET(*this, FIX::ProcessCode);
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FIELD_SET(*this, FIX::NoNestedPartyIDs);
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class NoNestedPartyIDs: public FIX::Group
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{
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public:
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NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,545,0)) {}
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FIELD_SET(*this, FIX::NestedPartyID);
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FIELD_SET(*this, FIX::NestedPartyIDSource);
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FIELD_SET(*this, FIX::NestedPartyRole);
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FIELD_SET(*this, FIX::NestedPartySubID);
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};
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FIELD_SET(*this, FIX::NotifyBrokerOfCredit);
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FIELD_SET(*this, FIX::AllocHandlInst);
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FIELD_SET(*this, FIX::AllocText);
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FIELD_SET(*this, FIX::EncodedAllocTextLen);
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FIELD_SET(*this, FIX::EncodedAllocText);
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FIELD_SET(*this, FIX::Commission);
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FIELD_SET(*this, FIX::CommType);
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FIELD_SET(*this, FIX::CommCurrency);
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FIELD_SET(*this, FIX::FundRenewWaiv);
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FIELD_SET(*this, FIX::AllocAvgPx);
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FIELD_SET(*this, FIX::AllocNetMoney);
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FIELD_SET(*this, FIX::SettlCurrAmt);
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FIELD_SET(*this, FIX::SettlCurrency);
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FIELD_SET(*this, FIX::SettlCurrFxRate);
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FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
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FIELD_SET(*this, FIX::AccruedInterestAmt);
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FIELD_SET(*this, FIX::SettlInstMode);
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FIELD_SET(*this, FIX::NoMiscFees);
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class NoMiscFees: public FIX::Group
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{
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public:
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NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,0)) {}
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FIELD_SET(*this, FIX::MiscFeeAmt);
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FIELD_SET(*this, FIX::MiscFeeCurr);
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FIELD_SET(*this, FIX::MiscFeeType);
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};
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};
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};
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}
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#endif
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