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An OLE container can provide an event sink map to specify the events your container will be notified of.
Use the DECLARE_EVENTSINK_MAP macro at the end of your class declaration. Then, in the .CPP file that defines the member functions for the class, use the BEGIN_EVENTSINK_MAP macro, macro entries for each of the events to be notified of, and the END_EVENTSINK_MAP macro to declare the end of the event sink list.
For more information on event sink maps, see the article ActiveX Control Containers.