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- #ifndef FIX50SP2_SETTLEMENTOBLIGATIONREPORT_H
- #define FIX50SP2_SETTLEMENTOBLIGATIONREPORT_H
- #include "Message.h"
- namespace FIX50SP2
- {
- class SettlementObligationReport : public Message
- {
- public:
- SettlementObligationReport() : Message(MsgType()) {}
- SettlementObligationReport(const FIX::Message& m) : Message(m) {}
- SettlementObligationReport(const Message& m) : Message(m) {}
- SettlementObligationReport(const SettlementObligationReport& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("BQ"); }
- SettlementObligationReport(
- const FIX::SettlObligMsgID& aSettlObligMsgID,
- const FIX::SettlObligMode& aSettlObligMode )
- : Message(MsgType())
- {
- set(aSettlObligMsgID);
- set(aSettlObligMode);
- }
- FIELD_SET(*this, FIX::ApplID);
- FIELD_SET(*this, FIX::ApplSeqNum);
- FIELD_SET(*this, FIX::ApplLastSeqNum);
- FIELD_SET(*this, FIX::ApplResendFlag);
- FIELD_SET(*this, FIX::ClearingBusinessDate);
- FIELD_SET(*this, FIX::SettlementCycleNo);
- FIELD_SET(*this, FIX::SettlObligMsgID);
- FIELD_SET(*this, FIX::SettlObligMode);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::NoSettlOblig);
- class NoSettlOblig: public FIX::Group
- {
- public:
- NoSettlOblig() : FIX::Group(1165,430,FIX::message_order(430,1161,1162,1163,1157,119,15,120,155,64,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,453,168,126,779,1158,0)) {}
- FIELD_SET(*this, FIX::NetGrossInd);
- FIELD_SET(*this, FIX::SettlObligID);
- FIELD_SET(*this, FIX::SettlObligTransType);
- FIELD_SET(*this, FIX::SettlObligRefID);
- FIELD_SET(*this, FIX::CcyAmt);
- FIELD_SET(*this, FIX::SettlCurrAmt);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::SettlCurrency);
- FIELD_SET(*this, FIX::SettlCurrFxRate);
- FIELD_SET(*this, FIX::SettlDate);
- FIELD_SET(*this, FIX::Symbol);
- FIELD_SET(*this, FIX::SymbolSfx);
- FIELD_SET(*this, FIX::SecurityID);
- FIELD_SET(*this, FIX::SecurityIDSource);
- 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::Pool);
- FIELD_SET(*this, FIX::ContractSettlMonth);
- FIELD_SET(*this, FIX::CPProgram);
- FIELD_SET(*this, FIX::CPRegType);
- FIELD_SET(*this, FIX::DatedDate);
- FIELD_SET(*this, FIX::InterestAccrualDate);
- 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::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::EffectiveTime);
- FIELD_SET(*this, FIX::ExpireTime);
- FIELD_SET(*this, FIX::LastUpdateTime);
- FIELD_SET(*this, FIX::NoSettlDetails);
- class NoSettlDetails: public FIX::Group
- {
- public:
- NoSettlDetails() : FIX::Group(1158,1164,FIX::message_order(1164,781,0)) {}
- FIELD_SET(*this, FIX::SettlObligSource);
- 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);
- };
- };
- };
- };
- };
- }
- #endif
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