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externals/linux/include/quickfix/fix50sp2/CollateralReport.h
T
John Colvin fc1ae2e5cb Upgrade linux quickfix 
WARNING: This is NOT an official release.  As of 12/10/21 20:23, the
latest release of the quickfix lib (1.15.1) does not support c++17
(the FIX::Application class has fns with dynamic exceptions).  This
commit upgrades to a more recent (unreleased) build which supports
c++17.
2021-12-12 15:56:55 -05:00

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#ifndef FIX50SP2_COLLATERALREPORT_H
#define FIX50SP2_COLLATERALREPORT_H
#include "Message.h"
namespace FIX50SP2
{
class CollateralReport : public Message
{
public:
CollateralReport() : Message(MsgType()) {}
CollateralReport(const FIX::Message& m) : Message(m) {}
CollateralReport(const Message& m) : Message(m) {}
CollateralReport(const CollateralReport& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("BA"); }
CollateralReport(
const FIX::CollRptID& aCollRptID,
const FIX::CollStatus& aCollStatus )
: Message(MsgType())
{
set(aCollRptID);
set(aCollStatus);
}
FIELD_SET(*this, FIX::CollRptID);
FIELD_SET(*this, FIX::CollInquiryID);
FIELD_SET(*this, FIX::TransactTime);
FIELD_SET(*this, FIX::CollApplType);
FIELD_SET(*this, FIX::FinancialStatus);
FIELD_SET(*this, FIX::CollStatus);
FIELD_SET(*this, FIX::TotNumReports);
FIELD_SET(*this, FIX::LastRptRequested);
FIELD_SET(*this, FIX::NoPartyIDs);
class NoPartyIDs: public FIX::Group
{
public:
NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
FIELD_SET(*this, FIX::PartyID);
FIELD_SET(*this, FIX::PartyIDSource);
FIELD_SET(*this, FIX::PartyRole);
FIELD_SET(*this, FIX::NoPartySubIDs);
class NoPartySubIDs: public FIX::Group
{
public:
NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
FIELD_SET(*this, FIX::PartySubID);
FIELD_SET(*this, FIX::PartySubIDType);
};
};
FIELD_SET(*this, FIX::Account);
FIELD_SET(*this, FIX::AccountType);
FIELD_SET(*this, FIX::ClOrdID);
FIELD_SET(*this, FIX::OrderID);
FIELD_SET(*this, FIX::SecondaryOrderID);
FIELD_SET(*this, FIX::SecondaryClOrdID);
FIELD_SET(*this, FIX::NoExecs);
class NoExecs: public FIX::Group
{
public:
NoExecs() : FIX::Group(124,17,FIX::message_order(17,0)) {}
FIELD_SET(*this, FIX::ExecID);
};
FIELD_SET(*this, FIX::NoTrades);
class NoTrades: public FIX::Group
{
public:
NoTrades() : FIX::Group(897,571,FIX::message_order(571,818,0)) {}
FIELD_SET(*this, FIX::TradeReportID);
FIELD_SET(*this, FIX::SecondaryTradeReportID);
};
FIELD_SET(*this, FIX::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::SecurityIDSource);
FIELD_SET(*this, FIX::NoSecurityAltID);
class NoSecurityAltID: public FIX::Group
{
public:
NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
FIELD_SET(*this, FIX::SecurityAltID);
FIELD_SET(*this, FIX::SecurityAltIDSource);
};
FIELD_SET(*this, FIX::Product);
FIELD_SET(*this, FIX::ProductComplex);
FIELD_SET(*this, FIX::SecurityGroup);
FIELD_SET(*this, FIX::CFICode);
FIELD_SET(*this, FIX::SecurityType);
FIELD_SET(*this, FIX::SecuritySubType);
FIELD_SET(*this, FIX::MaturityMonthYear);
FIELD_SET(*this, FIX::MaturityDate);
FIELD_SET(*this, FIX::MaturityTime);
FIELD_SET(*this, FIX::SettleOnOpenFlag);
FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
FIELD_SET(*this, FIX::SecurityStatus);
FIELD_SET(*this, FIX::CouponPaymentDate);
FIELD_SET(*this, FIX::IssueDate);
FIELD_SET(*this, FIX::RepoCollateralSecurityType);
FIELD_SET(*this, FIX::RepurchaseTerm);
FIELD_SET(*this, FIX::RepurchaseRate);
FIELD_SET(*this, FIX::Factor);
FIELD_SET(*this, FIX::CreditRating);
FIELD_SET(*this, FIX::InstrRegistry);
FIELD_SET(*this, FIX::CountryOfIssue);
FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
FIELD_SET(*this, FIX::LocaleOfIssue);
FIELD_SET(*this, FIX::RedemptionDate);
FIELD_SET(*this, FIX::StrikePrice);
FIELD_SET(*this, FIX::StrikeCurrency);
FIELD_SET(*this, FIX::StrikeMultiplier);
FIELD_SET(*this, FIX::StrikeValue);
FIELD_SET(*this, FIX::OptAttribute);
FIELD_SET(*this, FIX::ContractMultiplier);
FIELD_SET(*this, FIX::MinPriceIncrement);
FIELD_SET(*this, FIX::MinPriceIncrementAmount);
FIELD_SET(*this, FIX::UnitOfMeasure);
FIELD_SET(*this, FIX::UnitOfMeasureQty);
FIELD_SET(*this, FIX::PriceUnitOfMeasure);
FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
FIELD_SET(*this, FIX::SettlMethod);
FIELD_SET(*this, FIX::ExerciseStyle);
FIELD_SET(*this, FIX::OptPayoutAmount);
FIELD_SET(*this, FIX::PriceQuoteMethod);
FIELD_SET(*this, FIX::ValuationMethod);
FIELD_SET(*this, FIX::ListMethod);
FIELD_SET(*this, FIX::CapPrice);
FIELD_SET(*this, FIX::FloorPrice);
FIELD_SET(*this, FIX::PutOrCall);
FIELD_SET(*this, FIX::FlexibleIndicator);
FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
FIELD_SET(*this, FIX::TimeUnit);
FIELD_SET(*this, FIX::CouponRate);
FIELD_SET(*this, FIX::SecurityExchange);
FIELD_SET(*this, FIX::PositionLimit);
FIELD_SET(*this, FIX::NTPositionLimit);
FIELD_SET(*this, FIX::Issuer);
FIELD_SET(*this, FIX::EncodedIssuerLen);
FIELD_SET(*this, FIX::EncodedIssuer);
FIELD_SET(*this, FIX::SecurityDesc);
FIELD_SET(*this, FIX::EncodedSecurityDescLen);
FIELD_SET(*this, FIX::EncodedSecurityDesc);
FIELD_SET(*this, FIX::SecurityXMLLen);
FIELD_SET(*this, FIX::SecurityXML);
FIELD_SET(*this, FIX::SecurityXMLSchema);
FIELD_SET(*this, FIX::Pool);
FIELD_SET(*this, FIX::ContractSettlMonth);
FIELD_SET(*this, FIX::CPProgram);
FIELD_SET(*this, FIX::CPRegType);
FIELD_SET(*this, FIX::NoEvents);
class NoEvents: public FIX::Group
{
public:
NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {}
FIELD_SET(*this, FIX::EventType);
FIELD_SET(*this, FIX::EventDate);
FIELD_SET(*this, FIX::EventTime);
FIELD_SET(*this, FIX::EventPx);
FIELD_SET(*this, FIX::EventText);
};
FIELD_SET(*this, FIX::DatedDate);
FIELD_SET(*this, FIX::InterestAccrualDate);
FIELD_SET(*this, FIX::NoInstrumentParties);
class NoInstrumentParties: public FIX::Group
{
public:
NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {}
FIELD_SET(*this, FIX::InstrumentPartyID);
FIELD_SET(*this, FIX::InstrumentPartyIDSource);
FIELD_SET(*this, FIX::InstrumentPartyRole);
FIELD_SET(*this, FIX::NoInstrumentPartySubIDs);
class NoInstrumentPartySubIDs: public FIX::Group
{
public:
NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {}
FIELD_SET(*this, FIX::InstrumentPartySubID);
FIELD_SET(*this, FIX::InstrumentPartySubIDType);
};
};
FIELD_SET(*this, FIX::ContractMultiplierUnit);
FIELD_SET(*this, FIX::FlowScheduleType);
FIELD_SET(*this, FIX::RestructuringType);
FIELD_SET(*this, FIX::Seniority);
FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::AttachmentPoint);
FIELD_SET(*this, FIX::DetachmentPoint);
FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
FIELD_SET(*this, FIX::OptPayoutType);
FIELD_SET(*this, FIX::NoComplexEvents);
class NoComplexEvents: public FIX::Group
{
public:
NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {}
FIELD_SET(*this, FIX::ComplexEventType);
FIELD_SET(*this, FIX::ComplexOptPayoutAmount);
FIELD_SET(*this, FIX::ComplexEventPrice);
FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod);
FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision);
FIELD_SET(*this, FIX::ComplexEventPriceTimeType);
FIELD_SET(*this, FIX::ComplexEventCondition);
FIELD_SET(*this, FIX::NoComplexEventDates);
class NoComplexEventDates: public FIX::Group
{
public:
NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {}
FIELD_SET(*this, FIX::ComplexEventStartDate);
FIELD_SET(*this, FIX::ComplexEventEndDate);
FIELD_SET(*this, FIX::NoComplexEventTimes);
class NoComplexEventTimes: public FIX::Group
{
public:
NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {}
FIELD_SET(*this, FIX::ComplexEventStartTime);
FIELD_SET(*this, FIX::ComplexEventEndTime);
};
};
};
FIELD_SET(*this, FIX::AgreementDesc);
FIELD_SET(*this, FIX::AgreementID);
FIELD_SET(*this, FIX::AgreementDate);
FIELD_SET(*this, FIX::AgreementCurrency);
FIELD_SET(*this, FIX::TerminationType);
FIELD_SET(*this, FIX::StartDate);
FIELD_SET(*this, FIX::EndDate);
FIELD_SET(*this, FIX::DeliveryType);
FIELD_SET(*this, FIX::MarginRatio);
FIELD_SET(*this, FIX::SettlDate);
FIELD_SET(*this, FIX::Quantity);
FIELD_SET(*this, FIX::QtyType);
FIELD_SET(*this, FIX::Currency);
FIELD_SET(*this, FIX::NoLegs);
class NoLegs: public FIX::Group
{
public:
NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,0)) {}
FIELD_SET(*this, FIX::LegSymbol);
FIELD_SET(*this, FIX::LegSymbolSfx);
FIELD_SET(*this, FIX::LegSecurityID);
FIELD_SET(*this, FIX::LegSecurityIDSource);
FIELD_SET(*this, FIX::NoLegSecurityAltID);
class NoLegSecurityAltID: public FIX::Group
{
public:
NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {}
FIELD_SET(*this, FIX::LegSecurityAltID);
FIELD_SET(*this, FIX::LegSecurityAltIDSource);
};
FIELD_SET(*this, FIX::LegProduct);
FIELD_SET(*this, FIX::LegCFICode);
FIELD_SET(*this, FIX::LegSecurityType);
FIELD_SET(*this, FIX::LegSecuritySubType);
FIELD_SET(*this, FIX::LegMaturityMonthYear);
FIELD_SET(*this, FIX::LegMaturityDate);
FIELD_SET(*this, FIX::LegMaturityTime);
FIELD_SET(*this, FIX::LegCouponPaymentDate);
FIELD_SET(*this, FIX::LegIssueDate);
FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
FIELD_SET(*this, FIX::LegRepurchaseTerm);
FIELD_SET(*this, FIX::LegRepurchaseRate);
FIELD_SET(*this, FIX::LegFactor);
FIELD_SET(*this, FIX::LegCreditRating);
FIELD_SET(*this, FIX::LegInstrRegistry);
FIELD_SET(*this, FIX::LegCountryOfIssue);
FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
FIELD_SET(*this, FIX::LegLocaleOfIssue);
FIELD_SET(*this, FIX::LegRedemptionDate);
FIELD_SET(*this, FIX::LegStrikePrice);
FIELD_SET(*this, FIX::LegStrikeCurrency);
FIELD_SET(*this, FIX::LegOptAttribute);
FIELD_SET(*this, FIX::LegContractMultiplier);
FIELD_SET(*this, FIX::LegUnitOfMeasure);
FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
FIELD_SET(*this, FIX::LegTimeUnit);
FIELD_SET(*this, FIX::LegExerciseStyle);
FIELD_SET(*this, FIX::LegCouponRate);
FIELD_SET(*this, FIX::LegSecurityExchange);
FIELD_SET(*this, FIX::LegIssuer);
FIELD_SET(*this, FIX::EncodedLegIssuerLen);
FIELD_SET(*this, FIX::EncodedLegIssuer);
FIELD_SET(*this, FIX::LegSecurityDesc);
FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
FIELD_SET(*this, FIX::LegRatioQty);
FIELD_SET(*this, FIX::LegSide);
FIELD_SET(*this, FIX::LegCurrency);
FIELD_SET(*this, FIX::LegPool);
FIELD_SET(*this, FIX::LegDatedDate);
FIELD_SET(*this, FIX::LegContractSettlMonth);
FIELD_SET(*this, FIX::LegInterestAccrualDate);
FIELD_SET(*this, FIX::LegPutOrCall);
FIELD_SET(*this, FIX::LegOptionRatio);
FIELD_SET(*this, FIX::LegContractMultiplierUnit);
FIELD_SET(*this, FIX::LegFlowScheduleType);
};
FIELD_SET(*this, FIX::NoUnderlyings);
class NoUnderlyings: public FIX::Group
{
public:
NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,0)) {}
FIELD_SET(*this, FIX::UnderlyingSymbol);
FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
FIELD_SET(*this, FIX::UnderlyingSecurityID);
FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID);
class NoUnderlyingSecurityAltID: public FIX::Group
{
public:
NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
};
FIELD_SET(*this, FIX::UnderlyingProduct);
FIELD_SET(*this, FIX::UnderlyingCFICode);
FIELD_SET(*this, FIX::UnderlyingSecurityType);
FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
FIELD_SET(*this, FIX::UnderlyingMaturityDate);
FIELD_SET(*this, FIX::UnderlyingMaturityTime);
FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
FIELD_SET(*this, FIX::UnderlyingIssueDate);
FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
FIELD_SET(*this, FIX::UnderlyingFactor);
FIELD_SET(*this, FIX::UnderlyingCreditRating);
FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
FIELD_SET(*this, FIX::UnderlyingStrikePrice);
FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
FIELD_SET(*this, FIX::UnderlyingOptAttribute);
FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
FIELD_SET(*this, FIX::UnderlyingTimeUnit);
FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
FIELD_SET(*this, FIX::UnderlyingCouponRate);
FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
FIELD_SET(*this, FIX::UnderlyingIssuer);
FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
FIELD_SET(*this, FIX::UnderlyingCPProgram);
FIELD_SET(*this, FIX::UnderlyingCPRegType);
FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
FIELD_SET(*this, FIX::UnderlyingCurrency);
FIELD_SET(*this, FIX::UnderlyingQty);
FIELD_SET(*this, FIX::UnderlyingSettlementType);
FIELD_SET(*this, FIX::UnderlyingCashAmount);
FIELD_SET(*this, FIX::UnderlyingCashType);
FIELD_SET(*this, FIX::UnderlyingPx);
FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
FIELD_SET(*this, FIX::UnderlyingEndPrice);
FIELD_SET(*this, FIX::UnderlyingStartValue);
FIELD_SET(*this, FIX::UnderlyingCurrentValue);
FIELD_SET(*this, FIX::UnderlyingEndValue);
FIELD_SET(*this, FIX::NoUnderlyingStips);
class NoUnderlyingStips: public FIX::Group
{
public:
NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {}
FIELD_SET(*this, FIX::UnderlyingStipType);
FIELD_SET(*this, FIX::UnderlyingStipValue);
};
FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
FIELD_SET(*this, FIX::UnderlyingFXRate);
FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
FIELD_SET(*this, FIX::UnderlyingCapValue);
FIELD_SET(*this, FIX::NoUndlyInstrumentParties);
class NoUndlyInstrumentParties: public FIX::Group
{
public:
NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {}
FIELD_SET(*this, FIX::UnderlyingInstrumentPartyID);
FIELD_SET(*this, FIX::UnderlyingInstrumentPartyIDSource);
FIELD_SET(*this, FIX::UnderlyingInstrumentPartyRole);
FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs);
class NoUndlyInstrumentPartySubIDs: public FIX::Group
{
public:
NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {}
FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubID);
FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubIDType);
};
};
FIELD_SET(*this, FIX::UnderlyingSettlMethod);
FIELD_SET(*this, FIX::UnderlyingPutOrCall);
FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
FIELD_SET(*this, FIX::UnderlyingRestructuringType);
FIELD_SET(*this, FIX::UnderlyingSeniority);
FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
};
FIELD_SET(*this, FIX::MarginExcess);
FIELD_SET(*this, FIX::TotalNetValue);
FIELD_SET(*this, FIX::CashOutstanding);
FIELD_SET(*this, FIX::NoTrdRegTimestamps);
class NoTrdRegTimestamps: public FIX::Group
{
public:
NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {}
FIELD_SET(*this, FIX::TrdRegTimestamp);
FIELD_SET(*this, FIX::TrdRegTimestampType);
FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
FIELD_SET(*this, FIX::DeskType);
FIELD_SET(*this, FIX::DeskTypeSource);
FIELD_SET(*this, FIX::DeskOrderHandlingInst);
};
FIELD_SET(*this, FIX::Side);
FIELD_SET(*this, FIX::NoMiscFees);
class NoMiscFees: public FIX::Group
{
public:
NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
FIELD_SET(*this, FIX::MiscFeeAmt);
FIELD_SET(*this, FIX::MiscFeeCurr);
FIELD_SET(*this, FIX::MiscFeeType);
FIELD_SET(*this, FIX::MiscFeeBasis);
};
FIELD_SET(*this, FIX::Price);
FIELD_SET(*this, FIX::PriceType);
FIELD_SET(*this, FIX::AccruedInterestAmt);
FIELD_SET(*this, FIX::EndAccruedInterestAmt);
FIELD_SET(*this, FIX::StartCash);
FIELD_SET(*this, FIX::EndCash);
FIELD_SET(*this, FIX::Spread);
FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
FIELD_SET(*this, FIX::BenchmarkCurveName);
FIELD_SET(*this, FIX::BenchmarkCurvePoint);
FIELD_SET(*this, FIX::BenchmarkPrice);
FIELD_SET(*this, FIX::BenchmarkPriceType);
FIELD_SET(*this, FIX::BenchmarkSecurityID);
FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
FIELD_SET(*this, FIX::NoStipulations);
class NoStipulations: public FIX::Group
{
public:
NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
FIELD_SET(*this, FIX::StipulationType);
FIELD_SET(*this, FIX::StipulationValue);
};
FIELD_SET(*this, FIX::SettlDeliveryType);
FIELD_SET(*this, FIX::StandInstDbType);
FIELD_SET(*this, FIX::StandInstDbName);
FIELD_SET(*this, FIX::StandInstDbID);
FIELD_SET(*this, FIX::NoDlvyInst);
class NoDlvyInst: public FIX::Group
{
public:
NoDlvyInst() : FIX::Group(85,165,FIX::message_order(165,787,781,0)) {}
FIELD_SET(*this, FIX::SettlInstSource);
FIELD_SET(*this, FIX::DlvyInstType);
FIELD_SET(*this, FIX::NoSettlPartyIDs);
class NoSettlPartyIDs: public FIX::Group
{
public:
NoSettlPartyIDs() : FIX::Group(781,782,FIX::message_order(782,783,784,801,0)) {}
FIELD_SET(*this, FIX::SettlPartyID);
FIELD_SET(*this, FIX::SettlPartyIDSource);
FIELD_SET(*this, FIX::SettlPartyRole);
FIELD_SET(*this, FIX::NoSettlPartySubIDs);
class NoSettlPartySubIDs: public FIX::Group
{
public:
NoSettlPartySubIDs() : FIX::Group(801,785,FIX::message_order(785,786,0)) {}
FIELD_SET(*this, FIX::SettlPartySubID);
FIELD_SET(*this, FIX::SettlPartySubIDType);
};
};
};
FIELD_SET(*this, FIX::TradingSessionID);
FIELD_SET(*this, FIX::TradingSessionSubID);
FIELD_SET(*this, FIX::SettlSessID);
FIELD_SET(*this, FIX::SettlSessSubID);
FIELD_SET(*this, FIX::ClearingBusinessDate);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
};
}
#endif
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