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| -rw-r--r-- | python/headers.py | 29 |
1 files changed, 29 insertions, 0 deletions
diff --git a/python/headers.py b/python/headers.py index 913c77e1..9b2534f4 100644 --- a/python/headers.py +++ b/python/headers.py @@ -527,6 +527,35 @@ MTM_HEADERS = { "Alternate Trade ID", "Sub Account Abbreviation", ], + "termination": [ + "Swap ID", + "Allocation ID", + "Description", + "Broker Id", + "DTCC CounterParty ID", + "Trade ID", + "Trade Date", + "Effective Date", + "Settle Date", + "Maturity Date", + "Account Abbreviation", + "1st Leg Notional", + "Currency Code", + "1st Leg Rate", + "Initial Payment", + "Initial Payment Currency", + "Payment Frequency Description", + "Original Issue Date", + "Interest Payment Method Description", + "First Payment Date", + "Product Type", + "Product Sub Type", + "Transaction Type", + "Protection", + "Transaction Code", + "Remaining Party", + "DTCC Remaining CounterParty ID", + ], } |