SettlementObligationReport.h 7.6 KB

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  1. #ifndef FIX50SP2_SETTLEMENTOBLIGATIONREPORT_H
  2. #define FIX50SP2_SETTLEMENTOBLIGATIONREPORT_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class SettlementObligationReport : public Message
  7. {
  8. public:
  9. SettlementObligationReport() : Message(MsgType()) {}
  10. SettlementObligationReport(const FIX::Message& m) : Message(m) {}
  11. SettlementObligationReport(const Message& m) : Message(m) {}
  12. SettlementObligationReport(const SettlementObligationReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("BQ"); }
  14. SettlementObligationReport(
  15. const FIX::SettlObligMsgID& aSettlObligMsgID,
  16. const FIX::SettlObligMode& aSettlObligMode )
  17. : Message(MsgType())
  18. {
  19. set(aSettlObligMsgID);
  20. set(aSettlObligMode);
  21. }
  22. FIELD_SET(*this, FIX::ApplID);
  23. FIELD_SET(*this, FIX::ApplSeqNum);
  24. FIELD_SET(*this, FIX::ApplLastSeqNum);
  25. FIELD_SET(*this, FIX::ApplResendFlag);
  26. FIELD_SET(*this, FIX::ClearingBusinessDate);
  27. FIELD_SET(*this, FIX::SettlementCycleNo);
  28. FIELD_SET(*this, FIX::SettlObligMsgID);
  29. FIELD_SET(*this, FIX::SettlObligMode);
  30. FIELD_SET(*this, FIX::Text);
  31. FIELD_SET(*this, FIX::EncodedTextLen);
  32. FIELD_SET(*this, FIX::EncodedText);
  33. FIELD_SET(*this, FIX::TransactTime);
  34. FIELD_SET(*this, FIX::NoSettlOblig);
  35. class NoSettlOblig: public FIX::Group
  36. {
  37. public:
  38. 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)) {}
  39. FIELD_SET(*this, FIX::NetGrossInd);
  40. FIELD_SET(*this, FIX::SettlObligID);
  41. FIELD_SET(*this, FIX::SettlObligTransType);
  42. FIELD_SET(*this, FIX::SettlObligRefID);
  43. FIELD_SET(*this, FIX::CcyAmt);
  44. FIELD_SET(*this, FIX::SettlCurrAmt);
  45. FIELD_SET(*this, FIX::Currency);
  46. FIELD_SET(*this, FIX::SettlCurrency);
  47. FIELD_SET(*this, FIX::SettlCurrFxRate);
  48. FIELD_SET(*this, FIX::SettlDate);
  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::NoPartyIDs);
  131. class NoPartyIDs: public FIX::Group
  132. {
  133. public:
  134. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  135. FIELD_SET(*this, FIX::PartyID);
  136. FIELD_SET(*this, FIX::PartyIDSource);
  137. FIELD_SET(*this, FIX::PartyRole);
  138. FIELD_SET(*this, FIX::NoPartySubIDs);
  139. class NoPartySubIDs: public FIX::Group
  140. {
  141. public:
  142. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  143. FIELD_SET(*this, FIX::PartySubID);
  144. FIELD_SET(*this, FIX::PartySubIDType);
  145. };
  146. };
  147. FIELD_SET(*this, FIX::EffectiveTime);
  148. FIELD_SET(*this, FIX::ExpireTime);
  149. FIELD_SET(*this, FIX::LastUpdateTime);
  150. FIELD_SET(*this, FIX::NoSettlDetails);
  151. class NoSettlDetails: public FIX::Group
  152. {
  153. public:
  154. NoSettlDetails() : FIX::Group(1158,1164,FIX::message_order(1164,781,0)) {}
  155. FIELD_SET(*this, FIX::SettlObligSource);
  156. FIELD_SET(*this, FIX::NoSettlPartyIDs);
  157. class NoSettlPartyIDs: public FIX::Group
  158. {
  159. public:
  160. NoSettlPartyIDs() : FIX::Group(781,782,FIX::message_order(782,783,784,801,0)) {}
  161. FIELD_SET(*this, FIX::SettlPartyID);
  162. FIELD_SET(*this, FIX::SettlPartyIDSource);
  163. FIELD_SET(*this, FIX::SettlPartyRole);
  164. FIELD_SET(*this, FIX::NoSettlPartySubIDs);
  165. class NoSettlPartySubIDs: public FIX::Group
  166. {
  167. public:
  168. NoSettlPartySubIDs() : FIX::Group(801,785,FIX::message_order(785,786,0)) {}
  169. FIELD_SET(*this, FIX::SettlPartySubID);
  170. FIELD_SET(*this, FIX::SettlPartySubIDType);
  171. };
  172. };
  173. };
  174. };
  175. };
  176. }
  177. #endif