I think a good way in C++ is use static members :
// Color.hpp
class Color
{
public:
Color(float r_, float g_, float b_) : r(r_), g(g_), b(b_) {}
private: // or not...
float r;
float g;
float b;
public:
static const Color RED;
static const Color GREEN;
static const Color BLUE;
};
// Color.cpp
const Color Color::RED(1,0,0);
const Color Color::GREEN(0,1,0);
const Color Color::BLUE(0,0,1);
In your code, you access them like Color c = Color::RED;