CollateralAssignment.h 13 KB

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  1. #ifndef FIX50_COLLATERALASSIGNMENT_H
  2. #define FIX50_COLLATERALASSIGNMENT_H
  3. #include "Message.h"
  4. namespace FIX50
  5. {
  6. class CollateralAssignment : public Message
  7. {
  8. public:
  9. CollateralAssignment() : Message(MsgType()) {}
  10. CollateralAssignment(const FIX::Message& m) : Message(m) {}
  11. CollateralAssignment(const Message& m) : Message(m) {}
  12. CollateralAssignment(const CollateralAssignment& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AY"); }
  14. CollateralAssignment(
  15. const FIX::CollAsgnID& aCollAsgnID,
  16. const FIX::CollAsgnReason& aCollAsgnReason,
  17. const FIX::CollAsgnTransType& aCollAsgnTransType,
  18. const FIX::TransactTime& aTransactTime )
  19. : Message(MsgType())
  20. {
  21. set(aCollAsgnID);
  22. set(aCollAsgnReason);
  23. set(aCollAsgnTransType);
  24. set(aTransactTime);
  25. }
  26. FIELD_SET(*this, FIX::CollAsgnID);
  27. FIELD_SET(*this, FIX::CollReqID);
  28. FIELD_SET(*this, FIX::CollAsgnReason);
  29. FIELD_SET(*this, FIX::CollAsgnTransType);
  30. FIELD_SET(*this, FIX::CollAsgnRefID);
  31. FIELD_SET(*this, FIX::TransactTime);
  32. FIELD_SET(*this, FIX::ExpireTime);
  33. FIELD_SET(*this, FIX::NoPartyIDs);
  34. class NoPartyIDs: public FIX::Group
  35. {
  36. public:
  37. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  38. FIELD_SET(*this, FIX::PartyID);
  39. FIELD_SET(*this, FIX::PartyIDSource);
  40. FIELD_SET(*this, FIX::PartyRole);
  41. FIELD_SET(*this, FIX::NoPartySubIDs);
  42. class NoPartySubIDs: public FIX::Group
  43. {
  44. public:
  45. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  46. FIELD_SET(*this, FIX::PartySubID);
  47. FIELD_SET(*this, FIX::PartySubIDType);
  48. };
  49. };
  50. FIELD_SET(*this, FIX::Account);
  51. FIELD_SET(*this, FIX::AccountType);
  52. FIELD_SET(*this, FIX::ClOrdID);
  53. FIELD_SET(*this, FIX::OrderID);
  54. FIELD_SET(*this, FIX::SecondaryOrderID);
  55. FIELD_SET(*this, FIX::SecondaryClOrdID);
  56. FIELD_SET(*this, FIX::NoExecs);
  57. class NoExecs: public FIX::Group
  58. {
  59. public:
  60. NoExecs() : FIX::Group(124,17,FIX::message_order(17,0)) {}
  61. FIELD_SET(*this, FIX::ExecID);
  62. };
  63. FIELD_SET(*this, FIX::NoTrades);
  64. class NoTrades: public FIX::Group
  65. {
  66. public:
  67. NoTrades() : FIX::Group(897,571,FIX::message_order(571,818,0)) {}
  68. FIELD_SET(*this, FIX::TradeReportID);
  69. FIELD_SET(*this, FIX::SecondaryTradeReportID);
  70. };
  71. FIELD_SET(*this, FIX::Symbol);
  72. FIELD_SET(*this, FIX::SymbolSfx);
  73. FIELD_SET(*this, FIX::SecurityID);
  74. FIELD_SET(*this, FIX::SecurityIDSource);
  75. FIELD_SET(*this, FIX::Product);
  76. FIELD_SET(*this, FIX::CFICode);
  77. FIELD_SET(*this, FIX::SecurityType);
  78. FIELD_SET(*this, FIX::SecuritySubType);
  79. FIELD_SET(*this, FIX::MaturityMonthYear);
  80. FIELD_SET(*this, FIX::MaturityDate);
  81. FIELD_SET(*this, FIX::MaturityTime);
  82. FIELD_SET(*this, FIX::PutOrCall);
  83. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  84. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  85. FIELD_SET(*this, FIX::SecurityStatus);
  86. FIELD_SET(*this, FIX::CouponPaymentDate);
  87. FIELD_SET(*this, FIX::IssueDate);
  88. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  89. FIELD_SET(*this, FIX::RepurchaseTerm);
  90. FIELD_SET(*this, FIX::RepurchaseRate);
  91. FIELD_SET(*this, FIX::Factor);
  92. FIELD_SET(*this, FIX::CreditRating);
  93. FIELD_SET(*this, FIX::InstrRegistry);
  94. FIELD_SET(*this, FIX::CountryOfIssue);
  95. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  96. FIELD_SET(*this, FIX::LocaleOfIssue);
  97. FIELD_SET(*this, FIX::RedemptionDate);
  98. FIELD_SET(*this, FIX::StrikePrice);
  99. FIELD_SET(*this, FIX::StrikeCurrency);
  100. FIELD_SET(*this, FIX::StrikeMultiplier);
  101. FIELD_SET(*this, FIX::StrikeValue);
  102. FIELD_SET(*this, FIX::OptAttribute);
  103. FIELD_SET(*this, FIX::ContractMultiplier);
  104. FIELD_SET(*this, FIX::MinPriceIncrement);
  105. FIELD_SET(*this, FIX::UnitOfMeasure);
  106. FIELD_SET(*this, FIX::TimeUnit);
  107. FIELD_SET(*this, FIX::CouponRate);
  108. FIELD_SET(*this, FIX::SecurityExchange);
  109. FIELD_SET(*this, FIX::PositionLimit);
  110. FIELD_SET(*this, FIX::NTPositionLimit);
  111. FIELD_SET(*this, FIX::Issuer);
  112. FIELD_SET(*this, FIX::EncodedIssuerLen);
  113. FIELD_SET(*this, FIX::EncodedIssuer);
  114. FIELD_SET(*this, FIX::SecurityDesc);
  115. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  116. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  117. FIELD_SET(*this, FIX::Pool);
  118. FIELD_SET(*this, FIX::ContractSettlMonth);
  119. FIELD_SET(*this, FIX::CPProgram);
  120. FIELD_SET(*this, FIX::CPRegType);
  121. FIELD_SET(*this, FIX::DatedDate);
  122. FIELD_SET(*this, FIX::InterestAccrualDate);
  123. FIELD_SET(*this, FIX::AgreementDesc);
  124. FIELD_SET(*this, FIX::AgreementID);
  125. FIELD_SET(*this, FIX::AgreementDate);
  126. FIELD_SET(*this, FIX::AgreementCurrency);
  127. FIELD_SET(*this, FIX::TerminationType);
  128. FIELD_SET(*this, FIX::StartDate);
  129. FIELD_SET(*this, FIX::EndDate);
  130. FIELD_SET(*this, FIX::DeliveryType);
  131. FIELD_SET(*this, FIX::MarginRatio);
  132. FIELD_SET(*this, FIX::SettlDate);
  133. FIELD_SET(*this, FIX::Quantity);
  134. FIELD_SET(*this, FIX::QtyType);
  135. FIELD_SET(*this, FIX::Currency);
  136. FIELD_SET(*this, FIX::NoLegs);
  137. class NoLegs: public FIX::Group
  138. {
  139. public:
  140. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,0)) {}
  141. FIELD_SET(*this, FIX::LegSymbol);
  142. FIELD_SET(*this, FIX::LegSymbolSfx);
  143. FIELD_SET(*this, FIX::LegSecurityID);
  144. FIELD_SET(*this, FIX::LegSecurityIDSource);
  145. FIELD_SET(*this, FIX::LegProduct);
  146. FIELD_SET(*this, FIX::LegCFICode);
  147. FIELD_SET(*this, FIX::LegSecurityType);
  148. FIELD_SET(*this, FIX::LegSecuritySubType);
  149. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  150. FIELD_SET(*this, FIX::LegMaturityDate);
  151. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  152. FIELD_SET(*this, FIX::LegIssueDate);
  153. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  154. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  155. FIELD_SET(*this, FIX::LegRepurchaseRate);
  156. FIELD_SET(*this, FIX::LegFactor);
  157. FIELD_SET(*this, FIX::LegCreditRating);
  158. FIELD_SET(*this, FIX::LegInstrRegistry);
  159. FIELD_SET(*this, FIX::LegCountryOfIssue);
  160. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  161. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  162. FIELD_SET(*this, FIX::LegRedemptionDate);
  163. FIELD_SET(*this, FIX::LegStrikePrice);
  164. FIELD_SET(*this, FIX::LegStrikeCurrency);
  165. FIELD_SET(*this, FIX::LegOptAttribute);
  166. FIELD_SET(*this, FIX::LegContractMultiplier);
  167. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  168. FIELD_SET(*this, FIX::LegTimeUnit);
  169. FIELD_SET(*this, FIX::LegCouponRate);
  170. FIELD_SET(*this, FIX::LegSecurityExchange);
  171. FIELD_SET(*this, FIX::LegIssuer);
  172. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  173. FIELD_SET(*this, FIX::EncodedLegIssuer);
  174. FIELD_SET(*this, FIX::LegSecurityDesc);
  175. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  176. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  177. FIELD_SET(*this, FIX::LegRatioQty);
  178. FIELD_SET(*this, FIX::LegSide);
  179. FIELD_SET(*this, FIX::LegCurrency);
  180. FIELD_SET(*this, FIX::LegPool);
  181. FIELD_SET(*this, FIX::LegDatedDate);
  182. FIELD_SET(*this, FIX::LegContractSettlMonth);
  183. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  184. FIELD_SET(*this, FIX::LegOptionRatio);
  185. };
  186. FIELD_SET(*this, FIX::NoUnderlyings);
  187. class NoUnderlyings: public FIX::Group
  188. {
  189. public:
  190. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,944,0)) {}
  191. FIELD_SET(*this, FIX::UnderlyingSymbol);
  192. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  193. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  194. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  195. FIELD_SET(*this, FIX::UnderlyingProduct);
  196. FIELD_SET(*this, FIX::UnderlyingCFICode);
  197. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  198. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  199. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  200. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  201. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  202. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  203. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  204. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  205. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  206. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  207. FIELD_SET(*this, FIX::UnderlyingFactor);
  208. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  209. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  210. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  211. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  212. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  213. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  214. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  215. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  216. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  217. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  218. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  219. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  220. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  221. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  222. FIELD_SET(*this, FIX::UnderlyingIssuer);
  223. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  224. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  225. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  226. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  227. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  228. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  229. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  230. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  231. FIELD_SET(*this, FIX::UnderlyingCurrency);
  232. FIELD_SET(*this, FIX::UnderlyingQty);
  233. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  234. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  235. FIELD_SET(*this, FIX::UnderlyingCashType);
  236. FIELD_SET(*this, FIX::UnderlyingPx);
  237. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  238. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  239. FIELD_SET(*this, FIX::UnderlyingStartValue);
  240. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  241. FIELD_SET(*this, FIX::UnderlyingEndValue);
  242. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  243. FIELD_SET(*this, FIX::UnderlyingFXRate);
  244. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  245. FIELD_SET(*this, FIX::UnderlyingCapValue);
  246. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  247. FIELD_SET(*this, FIX::CollAction);
  248. };
  249. FIELD_SET(*this, FIX::MarginExcess);
  250. FIELD_SET(*this, FIX::TotalNetValue);
  251. FIELD_SET(*this, FIX::CashOutstanding);
  252. FIELD_SET(*this, FIX::NoTrdRegTimestamps);
  253. class NoTrdRegTimestamps: public FIX::Group
  254. {
  255. public:
  256. NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {}
  257. FIELD_SET(*this, FIX::TrdRegTimestamp);
  258. FIELD_SET(*this, FIX::TrdRegTimestampType);
  259. FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
  260. FIELD_SET(*this, FIX::DeskType);
  261. FIELD_SET(*this, FIX::DeskTypeSource);
  262. FIELD_SET(*this, FIX::DeskOrderHandlingInst);
  263. };
  264. FIELD_SET(*this, FIX::Side);
  265. FIELD_SET(*this, FIX::NoMiscFees);
  266. class NoMiscFees: public FIX::Group
  267. {
  268. public:
  269. NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
  270. FIELD_SET(*this, FIX::MiscFeeAmt);
  271. FIELD_SET(*this, FIX::MiscFeeCurr);
  272. FIELD_SET(*this, FIX::MiscFeeType);
  273. FIELD_SET(*this, FIX::MiscFeeBasis);
  274. };
  275. FIELD_SET(*this, FIX::Price);
  276. FIELD_SET(*this, FIX::PriceType);
  277. FIELD_SET(*this, FIX::AccruedInterestAmt);
  278. FIELD_SET(*this, FIX::EndAccruedInterestAmt);
  279. FIELD_SET(*this, FIX::StartCash);
  280. FIELD_SET(*this, FIX::EndCash);
  281. FIELD_SET(*this, FIX::Spread);
  282. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  283. FIELD_SET(*this, FIX::BenchmarkCurveName);
  284. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  285. FIELD_SET(*this, FIX::BenchmarkPrice);
  286. FIELD_SET(*this, FIX::BenchmarkPriceType);
  287. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  288. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  289. FIELD_SET(*this, FIX::NoStipulations);
  290. class NoStipulations: public FIX::Group
  291. {
  292. public:
  293. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  294. FIELD_SET(*this, FIX::StipulationType);
  295. FIELD_SET(*this, FIX::StipulationValue);
  296. };
  297. FIELD_SET(*this, FIX::SettlDeliveryType);
  298. FIELD_SET(*this, FIX::StandInstDbType);
  299. FIELD_SET(*this, FIX::StandInstDbName);
  300. FIELD_SET(*this, FIX::StandInstDbID);
  301. FIELD_SET(*this, FIX::TradingSessionID);
  302. FIELD_SET(*this, FIX::TradingSessionSubID);
  303. FIELD_SET(*this, FIX::SettlSessID);
  304. FIELD_SET(*this, FIX::SettlSessSubID);
  305. FIELD_SET(*this, FIX::ClearingBusinessDate);
  306. FIELD_SET(*this, FIX::Text);
  307. FIELD_SET(*this, FIX::EncodedTextLen);
  308. FIELD_SET(*this, FIX::EncodedText);
  309. };
  310. }
  311. #endif