Declaring an instance of a class inside this class' declaration and initializing it in-place

This is what I have now:

class CColorf
{
public:
    CColorf();
    CColorf(float r, float g, float b, float a = 1.0f);

public:
    float r, g, b, a;

// predefined colors
    // rgb(0.0, 0.0, 1.0)
    static const CColorf blue;
};

It works with blue defined in ccolorf.cpp like so:

CColorf const CColorf::blue = CColorf(0.0f, 0.0f, 1.0f);

And this is what I would like to do:

class CColorf
{
    ...

// predefined colors
    // rgb(0.0, 0.0, 1.0)
    static const CColorf blue = CColorf(0.0f, 0.0f, 1.0f);
};

But it produces a compilation error:

a static data member with an in-class initializer must have non-volatile const integral type

Is there a way to avoid the need for separate declaration and definition here?