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Diffstat (limited to 'python/csv_headers/globeop_upload.py')
| -rw-r--r-- | python/csv_headers/globeop_upload.py | 780 |
1 files changed, 0 insertions, 780 deletions
diff --git a/python/csv_headers/globeop_upload.py b/python/csv_headers/globeop_upload.py deleted file mode 100644 index cd2cf00c..00000000 --- a/python/csv_headers/globeop_upload.py +++ /dev/null @@ -1,780 +0,0 @@ -HEADERS_PRE = [ - "Deal Type", - "Deal Id", - "Action", - "Client", - "Fund", - "Portfolio", - "Folder", - "Custodian", - "Cash Account", - "Counterparty", - "Comments", - "State", - "Trade Date", -] - -HEADERS = { - "bond": HEADERS_PRE - + [ - "Settlement Date", - "BrokerShortName", - "GlopeOp Security Identifier", - "CUSIP", - "ISIN", - "Sedol", - "Reserved", - "Reserved", - "Security Description", - "Transaction Indicator", - "SubTransaction Indicator", - "Quantity", - "Price", - "Commission", - "Tax", - "BlockId", - "BlockAmount", - "Reserved", - "Reserved", - "Accrued", - "ClearingMode", - "FaceAmount", - "Reserved", - "SettlementCurrency", - "Reserved", - "CrossCurrencyRate", - "ClientReference", - "Reserved", - "SettlementAmount", - "Yield", - "TradeDateTimeStamp", - "CpiRefRatio", - "SettlementCurrencyHedge", - "TradeDateFx", - ], - "cds": HEADERS_PRE - + [ - "Reserved", - "Reserved", - "EffectiveDate", - "MaturityDate", - "Currency", - "Notional", - "FixedRate", - "PaymentRollDateConvention", - "DayCount", - "PaymentFrequency", - "FirstCouponRate", - "FirstCouponDate", - "ResetLag", - "Liquidation", - "LiquidationDate", - "Protection", - "UnderlyingSecurityId", - "UnderlyingSecurityDescription", - "CreditSpreadCurve", - "CreditEvents", - "RecoveryRate", - "Settlement", - "InitialMargin", - "InitialMarginPercentage", - "InitialMarginCurrency", - "DiscountCurve", - "ClientReference", - "UpfrontFee", - "UpfrontFeePayDate", - "RegenerateCashFlow", - "UpfrontFeeComment", - "Executing Broker", - "SwapType", - "OnPrice", - "OffPrice", - "AttachmentPoint", - "ExhaustionPoint", - "Fees", - "Fee Payment Dates", - "Fee Comments", - "Credit Event Occurred", - "Calendar", - "Clearing Facility", - "Adjusted", - "CcpTradeRef", - "BlockId", - "BlockAmount", - "NettingId", - "AnnouncementDate", - "ExecTS", - "DefaultProbability", - "ClientMargin", - "Factor", - "ISDADefinition", - ], - "swaption": HEADERS_PRE - + [ - "Reserved", - "Reserved", - "Reserved", - "Notional", - "PremiumSettlementDate", - "ExpirationDate", - "PremiumCurrency", - "PercentageOfPremium", - "ExerciseType", - "Reserved", - "SettlementMode", - "SettlementRate", - "Transaction Indicator", - "InitialMargin", - "InitialMarginPercentage", - "InitialMarginCurrency", - "ReceiveLegRateType", - "ReceiveFloatRate", - "ReceiveFirstCouponDate", - "ReceiveFirstCouponRate", - "ReceiveFixedRate", - "ReceiveDaycount", - "ReceiveFrequency", - "ReceivePaymentRollConvention", - "ReceiveEffectiveDate", - "ReceiveMaturityDate", - "ReceiveNotional", - "ReceiveArrears", - "ReceiveAdjusted", - "ReceiveCompound", - "ReceiveCurrency", - "PayLegRateType", - "PayFloatRate", - "PayFirstCouponDate", - "PayFirstCouponRate", - "PayFixedRate", - "PayDaycount", - "PayFrequency", - "PayPaymentRollConvention", - "PayEffectiveDate", - "PayMaturityDate", - "PayNotional", - "PayArrears", - "PayAdjusted", - "PayCompound", - "PayCurrency", - "RegenerateCashFlow", - "GiveUpBroker", - "ClientReference", - "ReceiveDiscountCurve", - "ReceiveForwardCurve", - "PayDiscountCurve", - "PayForwardCurve", - "ReceiveFixingFrequency", - "ReceiveInterestCalcMethod", - "ReceiveCompoundAverageFrequency", - "PayFixingFrequency", - "PayInterestCalcMethod", - "PayCompoundAverageFrequency", - "SwapType", - "AttachmentPoint", - "ExhaustionPoint", - "UnderlyingInstrument", - "AssociatedDealType", - "AssociatedDealId", - "CounterpartyReference", - "PremiumSettlementCurrency", - "PremiumSettlementAmount", - "ReceiveIMM Period", - "PayIMMPeriod", - "Reserved", - "ClearingFacility", - "Strike", - "CcpTradeRef", - "BreakClauseFrequency", - "BlockId", - "BlockAmount", - "Cross Currency Premium Payment", - "Premium Payment Amount", - "Netting Id", - "BreakClauseDate", - ], - "future": HEADERS_PRE - + [ - "Settlement Date", - "Reserved", - "GlopeOp Security Identifier", - "Reserved", - "Reserved", - "Reserved", - "Bloomberg Ticker", - "RIC", - "Security Description", - "Transaction Indicator", - "SubTransaction Indicator", - "Quantity", - "Price", - "Commission", - "Tax", - "VAT", - "Trade Currency", - "Reserved", - "Reserved", - "Broker Short Name", - "MaturityDate", - "Exchange", - "Client Reference", - "Swap Type", - "Initial Margin", - "Initial Margin Currency", - "Future Event", - "Commission Entries", - "BlockId", - "Block Amount", - ], - "wire": HEADERS_PRE - + [ - "Settlement Date", - "Reserved", - "Reserved", - "Currency", - "Amount", - "Associated Deal Type", - "Associated Deal Id", - "Transaction Type", - "Instrument Type", - "Yield", - "Client Reference", - "ClearingFacility", - "Deal Function", - "Reset Price", - "Reset Date", - "Ccp Trade Ref", - "Margin Type", - "Block Id", - "Block Amount", - ], - "spot": HEADERS_PRE - + [ - "Settlement Date", - "Dealt Currency", - "Spot Rate", - "Forward Rate", - "Buy Currency", - "Buy Amount", - "Sell Currency", - "Sell Amount", - "ClearingFees", - "BlockId", - "BlockAmount", - "Commission Currency", - "Commission", - "Reserved", - "AssociatedDealType", - "AssociatedDealId", - "BrokerShortName", - "ClientReference", - ], - "fx_swap": HEADERS_PRE - + [ - "Reserved", - "Dealt Currency", - "Currency Pair", - "Near Side Currency Rate", - "Near Side Settlement Date", - "Near Side Buy Currency", - "Near Side Buy Amount", - "Near Side Sell Currency", - "Near Side Sell Amount", - "Reserved", - "Far Side Rate", - "Far Side Settlement Date", - "Far Side Point", - "Far Side Buy Currency", - "Far Side Buy Amount", - "Far Side Sell Currency", - "Far Side Sell Amount", - "Client Reference", - "BrokerShortName", - "CcpTradeRef", - "BlockId", - "BlockAmount", - ], - "repo": HEADERS_PRE - + [ - "Settlement Date", - "Broker", - "GlopeOp Security Identifier", - "CUSIP", - "ISIN", - "Sedol", - "Reserved", - "Reserved", - "Security Description", - "TransactionIndicator", - "CurrentFactor", - "Quantity", - "Price", - "Reserved", - "Reserved", - "Reserved", - "Currency", - "ExchangeRate", - "Comments", - "Reserved", - "ExpirationDate", - "Reserved", - "WeightedAmount", - "InterestCalcMethod", - "DirtyPrice", - "Haircut", - "RepoRate", - "OpenRepo", - "CallNotice", - "FaceAmount", - "AccruedInterest", - "Yield", - "CouponTo", - "DayCount", - "ClearingMode", - "SecurityType", - "BrokerShortName", - "ClientReference", - "DateTimeStamp", - ], - "capfloor": HEADERS_PRE - + [ - "Reserved", - "Reserved", - "FloatingRateIndex", - "FloatingRateIndexDescription", - "TransactionIndicator", - "Reserved", - "CapOrFloor", - "Notional", - "Strike", - "ValueDate", - "ExpirationDate", - "PremiumPercent", - "PremiumDate", - "PricingType", - "PaymentFrequency", - "FixingFrequency", - "DayCountConvention", - "PaymentBDC", - "Reserved", - "PaymentAtBeginningOrEnd", - "Commission", - "FirstCouponDate", - "InitialMargin", - "InitialMarginPercent", - "InitialMarginCurrency", - "Reserved", - "Reserved", - "Reserved", - "ResetLag", - "Adjusted", - "CashType", - "BinaryFixedAmount", - "BarrierPaymentAt", - "KnockPeriod", - "UpperBarrier", - "LowerBarrier", - "RebateUp", - "RebateDown", - "RebateSettlementLag", - "ClientReference", - "BrokerShortName", - "CptyReference", - "SwapType", - "ClearingFacility", - "CcpTradeRef", - "BlockId", - "BlockAmount", - "Netting Id", - "TradeDateTimeStamp", - "AccrualBDC", - "MaturityBDC", - "RollConvention", - "Calendar", - "Arrears", - "PaymentLag", - "Reserved1", - "InflationLag", - "InflationReference", - "SettlementCurrency", - "Collateralized", - "TradeDateFX", - ], - "trs": HEADERS_PRE - + [ - "Reserved", - "Reserved", - "ReceiveLegRateType", - "ReceiveUnderlyingType", - "ReceiveUnderlyingSecurity", - "ReceiveUnderlyingDescription", - "ReceiveFloatRate", - "ReceiveFirstCouponDate", - "ReceiveFirstCouponRate", - "ReceiveFixedRate", - "ReceiveDaycount", - "ReceiveFrequency", - "ReceivePaymentBDC", - "ReceiveEffectiveDate", - "ReceiveMaturityDate", - "ReceiveNotional", - "ReceivePrice", - "ReceiveArrears", - "Reserved", - "Reserved", - "ReceiveCurrency", - "Reserved", - "ReceiveSpread", - "PayLegRateType", - "PayUnderlyingType", - "PayUnderlyingSecurity", - "PayUnderlyingDescription", - "PayFloatRate", - "PayFirstCouponDate", - "PayFirstCouponRate", - "PayFixedRate", - "PayDaycount", - "PayFrequency", - "PayPaymentBDC", - "PayEffectiveDate", - "PayMaturityDate", - "PayNotional", - "PayPrice", - "PayArrears", - "Reserved", - "Reserved", - "PayCurrency", - "Reserved", - "PaySpread", - "Reserved", - "InitialMargin", - "InitialMarginPercent", - "InitialMarginCurrency", - "ClientReference", - "CcpTradeRef", - "BlockId", - "BlockAmount", - "Netting Id", - "ExchangeRate", - "ReceiveQuantity", - "PayQuantity", - "ReceiveAccrued", - "PayAccrued", - "ReceiveNotionalExchange", - "PayNotionalExchange", - "ReceiveResetLag", - "PayResetLag", - "Reserved", - "Reserved", - "Reserved", - "Reserved", - "ReceiveCalendar", - "PayCalendar", - "ReceiveInterestCalcMethod", - "PayInterestCalcMethod", - "ReceiveCompoundAverageFrequency", - "PayCompoundAverageFrequency", - "ReceiveFixingFrequency", - "PayFixingFrequency", - "ReceiveStubLocation", - "ReceiveBeginFloatRate1", - "ReceiveBeginFloatRate2", - "ReceiveEndFloatRate1", - "ReceiveEndFloatRate2", - "PayStubLocation", - "PayBeginFloatRate1", - "PayBeginFloatRate2", - "PayEndFloatRate1", - "PayEndFloatRate2", - "Fees", - "Fee Payment Dates", - "Fee Comments", - "ExecutionDateTimeStamp", - "FeeTypes", - "FeeCurrencies", - "ReceivePaymentAt", - "PayPaymentAt", - "SwapType", - "Reserved1", - "ReceiveAccrualBDC", - "PayAccrualBDC", - "ReceiveMaturityBDC", - "PayMaturityBDC", - "ReceiveRollConvention", - "PayRollConvention", - "ReceivePaymentLag", - "PayPaymentLag", - "ReceiveSettlementCurrency", - "PaySettlementCurrency", - "Collateralized", - "TradeDateFX", - ], - "irs": [ - "Reserved3", - "Reserved4", - "RecLegType", - "RecIndex", - "RecFirstCpnDate", - "RecFirstCpnRate", - "RecFixedRate", - "RecDayCount", - "RecPaymentFreq", - "ReceivePaymentBDC", - "RecEffectiveDate", - "RecMaturityDate", - "RecNotional", - "RecArrears", - "Reserved5", - "RecCompound", - "RecCurrency", - "Reserved6", - "PayLegType", - "PayIndex", - "PayFirstCpnDate", - "PayFirstCpnRate", - "PayFixedRate", - "PayDayCount", - "PayPaymentFreq", - "PayPaymentBDC", - "PayEffectiveDate", - "PayMaturityDate", - "PayNotional", - "PayArrears", - "Reserved7", - "PayCompound", - "PayCurrency", - "Reserved8", - "InitialMargin", - "InitialMarginPercent", - "InitialMarginCcy", - "CalendarPay", - "CalendarReceive", - "Reserved9", - "RecFloatingRateSpread", - "RecFixingFreq", - "RecInterestCalcMethod", - "Reserved10", - "PayFloatingRateSpread", - "PayFixingFreq", - "PayInterestCalcMethod", - "Reserved11", - "GiveUpBroker", - "RecBrokenPeriod", - "RecBeginFloatRate1", - "RecBeginFloatRate2", - "RecEndFloatRate1", - "RecEndFloatRate2", - "PayBrokenPeriod", - "PayBeginFloatRate1", - "PayBeginFloatRate2", - "PayEndFloatRate1", - "PayEndFloatRate2", - "Reserved12", - "Reserved13", - "SwapType", - "InflationMarketConv", - "ClientRef", - "Reserved14", - "Reserved15", - "Reserved16", - "Reserved17", - "Reserved18", - "Reserved19", - "RecResetLag", - "PayResetLag", - "RecExchangeAmount", - "PayExchangeAmount", - "AssociatedDealType", - "AssociatedDealId", - "ClearingFacility", - "CcpTradeRef", - "BreakClauseFreq", - "BlockId", - "BlockAmount", - "UpfrontFee", - "UpfrontFeePayDate", - "UpfrontFeeComment", - "UpfrontFeeCurrency", - "NettingId", - "BreakClauseDate", - "Reserved20", - "IndexLevel", - "TradeDateTime", - "ReceivePaymentLag", - "PayPaymentLag", - "ReceiveRateMultiplier", - "PayRateMultiplier", - "ReceiveRateCap", - "PayRateCap", - "ReceiveRateFloor", - "PayRateFloor", - "ReceiveRollConvention", - "PayRollConvention", - "ReceiveAccrualBDC", - "PayAccrualBDC", - "ReceiveMaturityBDC", - "PayMaturityBDC", - "ReceivePaymentAt", - "PayPaymentAt", - "ReceiveClientMargin", - "PayClientMargin", - "Resvered21", - "ReceiveRateCutOff", - "PayRateCutOff", - "ReceiveInflationLag", - "PayInflationLag", - "ReceiveSettlementCurrency", - "PaySettlementCurrency", - "CounterpartyReference", - "ReceiveInflationReference", - "PayInflationReference", - "Collateralized", - "InitialFXRate", - "TradeDateFX", - "ReceiveFixingSource", - "PayFixingSource", - "ReceiveFxFixingLag", - "PayFxFixingLag", - "ReceiveFxFixingCalendar", - "PayFxFixingCalendar", - "SEFFlag", - "ReceiveObservationShift", - "PayObservationShift", - "ReceiveCashFlowStubType", - "PayCashFlowStubType", - ], - "iam": HEADERS_PRE - + [ - "SettlementDate", - "Reserved", - "InstrumentType", - "ExpirationDate", - "CallNoticeIndicator", - "TransactionIndicator", - "StartMoney", - "Currency", - "Rate", - "Commission", - "DealFunction", - "FromAccount", - "ClientReference", - "Basis", - "MarginType", - "ClearingFacility" "CcpTradeRef", - "BlockId", - "BlockAmount", - "ExecutionDateTimeStamp", - "Collateralized", - "TradeDateFX", - ], - "termination": [ - "DealType", - "DealId", - "Action", - "Client", - "SubAction", - "PartialTermination", - "TerminationAmount", - "TerminationDate", - "FeesPaid", - "FeesReceived", - "DealFunction", - "Reserved", - "ClientReference", - "TradeDate", - "EffectiveDate", - "FirstCouponDate", - "FeePaymentDate", - "SpecialInstructions", - "AssignedCounterparty", - "AssignmentFee", - "AssignedFeeTradeDate", - "AssignedFeeValueDate", - "AssignedCustodian", - "AssignedCashAccount", - "Reserved", - "FeeCurrency", - "GoTradeId", - "FeeComments", - "ZeroOutInterestCashFlows", - "Reserved", - "Reserved", - "Reserved", - "Reserved", - "Reserved", - "Reserved", - "Reserved", - "InitialMargin", - "InitialMarginCurrency", - ], -} - - -POSITION_HEADERS = { - "bond": [ - "AccountNumber", - "COB Date", - "Prime Broker", - "SecurityType", - "CUSIP", - "ISIN", - "SEDOL", - "SecurityDescription", - "Position", - "MarketPrice", - "Currency", - "Base Market Value", - "Local Market Value", - "Fx Rate", - "CurrentFace", - ], - "future": [ - "AccountNumber", - "COB Date", - "Prime Broker", - "SecurityType", - "BBGTicker", - "RIC", - "UnderlyingSecurity", - "SecurityDescription", - "Currency", - "Quantity", - "OpenTradeEquity", - "ClosingPrice", - "MaturityDate", - "Unrealised P&L in USD", - "Local Market Value", - "Fx Rate", - ], - "otc": [ - "Client Name", - "Fund Name", - "Counterparty", - "Product Type", - "Unique Deal ID", - "TransactionIndicator (Buy/Sell)", - "PutCall Indicator (Call/Put)", - "CapFloorIndicator", - "CurrencyPair", - "DealCurrencyA", - "DealCurrencyB", - "NotionalA", - "NotionalB", - "OriginalPrice", - "Strike", - "FixedRate", - "Quantity", - "Start Date", - "Effective Date", - "Maturity Date", - "Underlying Maturity", - "RecPayFixed", - "Underlying (ISIN / CUSP / RED CODES)", - "Underlying Desc", - "Exercise Type", - "MTM Currency", - "MTM Valuation", - "COB Date", - "Clearing House Name", - ], -} |