QuoteRequest.h 19 KB

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  1. #ifndef FIX50SP2_QUOTEREQUEST_H
  2. #define FIX50SP2_QUOTEREQUEST_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class QuoteRequest : public Message
  7. {
  8. public:
  9. QuoteRequest() : Message(MsgType()) {}
  10. QuoteRequest(const FIX::Message& m) : Message(m) {}
  11. QuoteRequest(const Message& m) : Message(m) {}
  12. QuoteRequest(const QuoteRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("R"); }
  14. QuoteRequest(
  15. const FIX::QuoteReqID& aQuoteReqID )
  16. : Message(MsgType())
  17. {
  18. set(aQuoteReqID);
  19. }
  20. FIELD_SET(*this, FIX::QuoteReqID);
  21. FIELD_SET(*this, FIX::RFQReqID);
  22. FIELD_SET(*this, FIX::ClOrdID);
  23. FIELD_SET(*this, FIX::OrderCapacity);
  24. FIELD_SET(*this, FIX::PrivateQuote);
  25. FIELD_SET(*this, FIX::RespondentType);
  26. FIELD_SET(*this, FIX::PreTradeAnonymity);
  27. FIELD_SET(*this, FIX::NoRootPartyIDs);
  28. class NoRootPartyIDs: public FIX::Group
  29. {
  30. public:
  31. NoRootPartyIDs() : FIX::Group(1116,1117,FIX::message_order(1117,1118,1119,1120,0)) {}
  32. FIELD_SET(*this, FIX::RootPartyID);
  33. FIELD_SET(*this, FIX::RootPartyIDSource);
  34. FIELD_SET(*this, FIX::RootPartyRole);
  35. FIELD_SET(*this, FIX::NoRootPartySubIDs);
  36. class NoRootPartySubIDs: public FIX::Group
  37. {
  38. public:
  39. NoRootPartySubIDs() : FIX::Group(1120,1121,FIX::message_order(1121,1122,0)) {}
  40. FIELD_SET(*this, FIX::RootPartySubID);
  41. FIELD_SET(*this, FIX::RootPartySubIDType);
  42. };
  43. };
  44. FIELD_SET(*this, FIX::NoRelatedSym);
  45. class NoRelatedSym: public FIX::Group
  46. {
  47. public:
  48. NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,913,914,915,918,788,916,917,919,898,711,140,303,537,336,625,229,54,854,38,152,516,468,469,110,63,64,193,192,15,232,1,660,581,555,735,692,40,62,126,60,218,220,221,222,662,663,699,761,423,44,640,235,236,701,696,697,698,453,120,1445,0)) {}
  49. FIELD_SET(*this, FIX::Symbol);
  50. FIELD_SET(*this, FIX::SymbolSfx);
  51. FIELD_SET(*this, FIX::SecurityID);
  52. FIELD_SET(*this, FIX::SecurityIDSource);
  53. FIELD_SET(*this, FIX::Product);
  54. FIELD_SET(*this, FIX::ProductComplex);
  55. FIELD_SET(*this, FIX::SecurityGroup);
  56. FIELD_SET(*this, FIX::CFICode);
  57. FIELD_SET(*this, FIX::SecurityType);
  58. FIELD_SET(*this, FIX::SecuritySubType);
  59. FIELD_SET(*this, FIX::MaturityMonthYear);
  60. FIELD_SET(*this, FIX::MaturityDate);
  61. FIELD_SET(*this, FIX::MaturityTime);
  62. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  63. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  64. FIELD_SET(*this, FIX::SecurityStatus);
  65. FIELD_SET(*this, FIX::CouponPaymentDate);
  66. FIELD_SET(*this, FIX::IssueDate);
  67. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  68. FIELD_SET(*this, FIX::RepurchaseTerm);
  69. FIELD_SET(*this, FIX::RepurchaseRate);
  70. FIELD_SET(*this, FIX::Factor);
  71. FIELD_SET(*this, FIX::CreditRating);
  72. FIELD_SET(*this, FIX::InstrRegistry);
  73. FIELD_SET(*this, FIX::CountryOfIssue);
  74. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  75. FIELD_SET(*this, FIX::LocaleOfIssue);
  76. FIELD_SET(*this, FIX::RedemptionDate);
  77. FIELD_SET(*this, FIX::StrikePrice);
  78. FIELD_SET(*this, FIX::StrikeCurrency);
  79. FIELD_SET(*this, FIX::StrikeMultiplier);
  80. FIELD_SET(*this, FIX::StrikeValue);
  81. FIELD_SET(*this, FIX::OptAttribute);
  82. FIELD_SET(*this, FIX::ContractMultiplier);
  83. FIELD_SET(*this, FIX::MinPriceIncrement);
  84. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  85. FIELD_SET(*this, FIX::UnitOfMeasure);
  86. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  87. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  88. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  89. FIELD_SET(*this, FIX::SettlMethod);
  90. FIELD_SET(*this, FIX::ExerciseStyle);
  91. FIELD_SET(*this, FIX::OptPayoutAmount);
  92. FIELD_SET(*this, FIX::PriceQuoteMethod);
  93. FIELD_SET(*this, FIX::ValuationMethod);
  94. FIELD_SET(*this, FIX::ListMethod);
  95. FIELD_SET(*this, FIX::CapPrice);
  96. FIELD_SET(*this, FIX::FloorPrice);
  97. FIELD_SET(*this, FIX::PutOrCall);
  98. FIELD_SET(*this, FIX::FlexibleIndicator);
  99. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  100. FIELD_SET(*this, FIX::TimeUnit);
  101. FIELD_SET(*this, FIX::CouponRate);
  102. FIELD_SET(*this, FIX::SecurityExchange);
  103. FIELD_SET(*this, FIX::PositionLimit);
  104. FIELD_SET(*this, FIX::NTPositionLimit);
  105. FIELD_SET(*this, FIX::Issuer);
  106. FIELD_SET(*this, FIX::EncodedIssuerLen);
  107. FIELD_SET(*this, FIX::EncodedIssuer);
  108. FIELD_SET(*this, FIX::SecurityDesc);
  109. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  110. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  111. FIELD_SET(*this, FIX::Pool);
  112. FIELD_SET(*this, FIX::ContractSettlMonth);
  113. FIELD_SET(*this, FIX::CPProgram);
  114. FIELD_SET(*this, FIX::CPRegType);
  115. FIELD_SET(*this, FIX::DatedDate);
  116. FIELD_SET(*this, FIX::InterestAccrualDate);
  117. FIELD_SET(*this, FIX::ContractMultiplierUnit);
  118. FIELD_SET(*this, FIX::FlowScheduleType);
  119. FIELD_SET(*this, FIX::RestructuringType);
  120. FIELD_SET(*this, FIX::Seniority);
  121. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  122. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  123. FIELD_SET(*this, FIX::AttachmentPoint);
  124. FIELD_SET(*this, FIX::DetachmentPoint);
  125. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  126. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  127. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  128. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  129. FIELD_SET(*this, FIX::OptPayoutType);
  130. FIELD_SET(*this, FIX::AgreementDesc);
  131. FIELD_SET(*this, FIX::AgreementID);
  132. FIELD_SET(*this, FIX::AgreementDate);
  133. FIELD_SET(*this, FIX::AgreementCurrency);
  134. FIELD_SET(*this, FIX::TerminationType);
  135. FIELD_SET(*this, FIX::StartDate);
  136. FIELD_SET(*this, FIX::EndDate);
  137. FIELD_SET(*this, FIX::DeliveryType);
  138. FIELD_SET(*this, FIX::MarginRatio);
  139. FIELD_SET(*this, FIX::NoUnderlyings);
  140. class NoUnderlyings: public FIX::Group
  141. {
  142. public:
  143. 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)) {}
  144. FIELD_SET(*this, FIX::UnderlyingSymbol);
  145. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  146. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  147. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  148. FIELD_SET(*this, FIX::UnderlyingProduct);
  149. FIELD_SET(*this, FIX::UnderlyingCFICode);
  150. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  151. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  152. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  153. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  154. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  155. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  156. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  157. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  158. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  159. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  160. FIELD_SET(*this, FIX::UnderlyingFactor);
  161. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  162. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  163. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  164. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  165. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  166. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  167. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  168. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  169. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  170. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  171. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  172. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  173. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  174. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  175. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  176. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  177. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  178. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  179. FIELD_SET(*this, FIX::UnderlyingIssuer);
  180. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  181. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  182. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  183. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  184. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  185. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  186. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  187. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  188. FIELD_SET(*this, FIX::UnderlyingCurrency);
  189. FIELD_SET(*this, FIX::UnderlyingQty);
  190. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  191. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  192. FIELD_SET(*this, FIX::UnderlyingCashType);
  193. FIELD_SET(*this, FIX::UnderlyingPx);
  194. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  195. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  196. FIELD_SET(*this, FIX::UnderlyingStartValue);
  197. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  198. FIELD_SET(*this, FIX::UnderlyingEndValue);
  199. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  200. FIELD_SET(*this, FIX::UnderlyingFXRate);
  201. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  202. FIELD_SET(*this, FIX::UnderlyingCapValue);
  203. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  204. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  205. FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
  206. FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
  207. FIELD_SET(*this, FIX::UnderlyingRestructuringType);
  208. FIELD_SET(*this, FIX::UnderlyingSeniority);
  209. FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
  210. FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
  211. FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
  212. FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
  213. };
  214. FIELD_SET(*this, FIX::PrevClosePx);
  215. FIELD_SET(*this, FIX::QuoteRequestType);
  216. FIELD_SET(*this, FIX::QuoteType);
  217. FIELD_SET(*this, FIX::TradingSessionID);
  218. FIELD_SET(*this, FIX::TradingSessionSubID);
  219. FIELD_SET(*this, FIX::TradeOriginationDate);
  220. FIELD_SET(*this, FIX::Side);
  221. FIELD_SET(*this, FIX::QtyType);
  222. FIELD_SET(*this, FIX::OrderQty);
  223. FIELD_SET(*this, FIX::CashOrderQty);
  224. FIELD_SET(*this, FIX::OrderPercent);
  225. FIELD_SET(*this, FIX::RoundingDirection);
  226. FIELD_SET(*this, FIX::RoundingModulus);
  227. FIELD_SET(*this, FIX::MinQty);
  228. FIELD_SET(*this, FIX::SettlType);
  229. FIELD_SET(*this, FIX::SettlDate);
  230. FIELD_SET(*this, FIX::SettlDate2);
  231. FIELD_SET(*this, FIX::OrderQty2);
  232. FIELD_SET(*this, FIX::Currency);
  233. FIELD_SET(*this, FIX::NoStipulations);
  234. class NoStipulations: public FIX::Group
  235. {
  236. public:
  237. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  238. FIELD_SET(*this, FIX::StipulationType);
  239. FIELD_SET(*this, FIX::StipulationValue);
  240. };
  241. FIELD_SET(*this, FIX::Account);
  242. FIELD_SET(*this, FIX::AcctIDSource);
  243. FIELD_SET(*this, FIX::AccountType);
  244. FIELD_SET(*this, FIX::NoLegs);
  245. class NoLegs: public FIX::Group
  246. {
  247. public:
  248. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,687,685,690,587,588,683,539,676,677,678,679,680,654,0)) {}
  249. FIELD_SET(*this, FIX::LegSymbol);
  250. FIELD_SET(*this, FIX::LegSymbolSfx);
  251. FIELD_SET(*this, FIX::LegSecurityID);
  252. FIELD_SET(*this, FIX::LegSecurityIDSource);
  253. FIELD_SET(*this, FIX::LegProduct);
  254. FIELD_SET(*this, FIX::LegCFICode);
  255. FIELD_SET(*this, FIX::LegSecurityType);
  256. FIELD_SET(*this, FIX::LegSecuritySubType);
  257. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  258. FIELD_SET(*this, FIX::LegMaturityDate);
  259. FIELD_SET(*this, FIX::LegMaturityTime);
  260. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  261. FIELD_SET(*this, FIX::LegIssueDate);
  262. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  263. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  264. FIELD_SET(*this, FIX::LegRepurchaseRate);
  265. FIELD_SET(*this, FIX::LegFactor);
  266. FIELD_SET(*this, FIX::LegCreditRating);
  267. FIELD_SET(*this, FIX::LegInstrRegistry);
  268. FIELD_SET(*this, FIX::LegCountryOfIssue);
  269. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  270. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  271. FIELD_SET(*this, FIX::LegRedemptionDate);
  272. FIELD_SET(*this, FIX::LegStrikePrice);
  273. FIELD_SET(*this, FIX::LegStrikeCurrency);
  274. FIELD_SET(*this, FIX::LegOptAttribute);
  275. FIELD_SET(*this, FIX::LegContractMultiplier);
  276. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  277. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  278. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  279. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  280. FIELD_SET(*this, FIX::LegTimeUnit);
  281. FIELD_SET(*this, FIX::LegExerciseStyle);
  282. FIELD_SET(*this, FIX::LegCouponRate);
  283. FIELD_SET(*this, FIX::LegSecurityExchange);
  284. FIELD_SET(*this, FIX::LegIssuer);
  285. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  286. FIELD_SET(*this, FIX::EncodedLegIssuer);
  287. FIELD_SET(*this, FIX::LegSecurityDesc);
  288. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  289. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  290. FIELD_SET(*this, FIX::LegRatioQty);
  291. FIELD_SET(*this, FIX::LegSide);
  292. FIELD_SET(*this, FIX::LegCurrency);
  293. FIELD_SET(*this, FIX::LegPool);
  294. FIELD_SET(*this, FIX::LegDatedDate);
  295. FIELD_SET(*this, FIX::LegContractSettlMonth);
  296. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  297. FIELD_SET(*this, FIX::LegPutOrCall);
  298. FIELD_SET(*this, FIX::LegOptionRatio);
  299. FIELD_SET(*this, FIX::LegContractMultiplierUnit);
  300. FIELD_SET(*this, FIX::LegFlowScheduleType);
  301. FIELD_SET(*this, FIX::LegQty);
  302. FIELD_SET(*this, FIX::LegOrderQty);
  303. FIELD_SET(*this, FIX::LegSwapType);
  304. FIELD_SET(*this, FIX::LegSettlType);
  305. FIELD_SET(*this, FIX::LegSettlDate);
  306. FIELD_SET(*this, FIX::NoLegStipulations);
  307. class NoLegStipulations: public FIX::Group
  308. {
  309. public:
  310. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  311. FIELD_SET(*this, FIX::LegStipulationType);
  312. FIELD_SET(*this, FIX::LegStipulationValue);
  313. };
  314. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  315. class NoNestedPartyIDs: public FIX::Group
  316. {
  317. public:
  318. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  319. FIELD_SET(*this, FIX::NestedPartyID);
  320. FIELD_SET(*this, FIX::NestedPartyIDSource);
  321. FIELD_SET(*this, FIX::NestedPartyRole);
  322. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  323. class NoNestedPartySubIDs: public FIX::Group
  324. {
  325. public:
  326. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  327. FIELD_SET(*this, FIX::NestedPartySubID);
  328. FIELD_SET(*this, FIX::NestedPartySubIDType);
  329. };
  330. };
  331. FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency);
  332. FIELD_SET(*this, FIX::LegBenchmarkCurveName);
  333. FIELD_SET(*this, FIX::LegBenchmarkCurvePoint);
  334. FIELD_SET(*this, FIX::LegBenchmarkPrice);
  335. FIELD_SET(*this, FIX::LegBenchmarkPriceType);
  336. FIELD_SET(*this, FIX::LegRefID);
  337. };
  338. FIELD_SET(*this, FIX::NoQuoteQualifiers);
  339. class NoQuoteQualifiers: public FIX::Group
  340. {
  341. public:
  342. NoQuoteQualifiers() : FIX::Group(735,695,FIX::message_order(695,0)) {}
  343. FIELD_SET(*this, FIX::QuoteQualifier);
  344. };
  345. FIELD_SET(*this, FIX::QuotePriceType);
  346. FIELD_SET(*this, FIX::OrdType);
  347. FIELD_SET(*this, FIX::ValidUntilTime);
  348. FIELD_SET(*this, FIX::ExpireTime);
  349. FIELD_SET(*this, FIX::TransactTime);
  350. FIELD_SET(*this, FIX::Spread);
  351. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  352. FIELD_SET(*this, FIX::BenchmarkCurveName);
  353. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  354. FIELD_SET(*this, FIX::BenchmarkPrice);
  355. FIELD_SET(*this, FIX::BenchmarkPriceType);
  356. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  357. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  358. FIELD_SET(*this, FIX::PriceType);
  359. FIELD_SET(*this, FIX::Price);
  360. FIELD_SET(*this, FIX::Price2);
  361. FIELD_SET(*this, FIX::YieldType);
  362. FIELD_SET(*this, FIX::Yield);
  363. FIELD_SET(*this, FIX::YieldCalcDate);
  364. FIELD_SET(*this, FIX::YieldRedemptionDate);
  365. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  366. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  367. FIELD_SET(*this, FIX::NoPartyIDs);
  368. class NoPartyIDs: public FIX::Group
  369. {
  370. public:
  371. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  372. FIELD_SET(*this, FIX::PartyID);
  373. FIELD_SET(*this, FIX::PartyIDSource);
  374. FIELD_SET(*this, FIX::PartyRole);
  375. FIELD_SET(*this, FIX::NoPartySubIDs);
  376. class NoPartySubIDs: public FIX::Group
  377. {
  378. public:
  379. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  380. FIELD_SET(*this, FIX::PartySubID);
  381. FIELD_SET(*this, FIX::PartySubIDType);
  382. };
  383. };
  384. FIELD_SET(*this, FIX::SettlCurrency);
  385. FIELD_SET(*this, FIX::NoRateSources);
  386. class NoRateSources: public FIX::Group
  387. {
  388. public:
  389. NoRateSources() : FIX::Group(1445,1446,FIX::message_order(1446,1447,1448,0)) {}
  390. FIELD_SET(*this, FIX::RateSource);
  391. FIELD_SET(*this, FIX::RateSourceType);
  392. FIELD_SET(*this, FIX::ReferencePage);
  393. };
  394. };
  395. FIELD_SET(*this, FIX::Text);
  396. FIELD_SET(*this, FIX::EncodedTextLen);
  397. FIELD_SET(*this, FIX::EncodedText);
  398. FIELD_SET(*this, FIX::BookingType);
  399. FIELD_SET(*this, FIX::OrderRestrictions);
  400. };
  401. }
  402. #endif