diff options
Diffstat (limited to 'python/csv_headers/irs.py')
| -rw-r--r-- | python/csv_headers/irs.py | 136 |
1 files changed, 136 insertions, 0 deletions
diff --git a/python/csv_headers/irs.py b/python/csv_headers/irs.py new file mode 100644 index 00000000..144d898c --- /dev/null +++ b/python/csv_headers/irs.py @@ -0,0 +1,136 @@ +irs_new = [ + "DealType", + "DealId", + "Action", + "Client", + "Fund", + "Portfolio/Business Unit", + "Strategy", + "Custodian", + "CashAccount", + "Counterparty", + "Comments", + "State", + "TradeDate", + "Reserved", + "Reserved", + "ReceiveLegRateType", + "ReceiveFloatRate", + "ReceiveFirstCouponDate", + "ReceiveFirstCouponRate", + "ReceiveFixedRate", + "ReceiveDaycount", + "ReceiveFrequency", + "RecievePaymentBDC", + "ReceiveEffectiveDate", + "ReceiveMaturityDate", + "ReceiveNotional", + "ReceiveResetArrears", + "Reserved", + "Reserved", + "ReceiveCurrency", + "Reserved", + "PayLegRateType", + "PayFloatRate", + "PayFirstCouponDate", + "PayFirstCouponRate", + "PayFixedRate", + "PayDaycount", + "PayFrequency", + "PayPaymentBDC[Previously PaymentRollConv]", + "PayEffectiveDate", + "PayMaturityDate", + "Pay Notional", + "PayResetArrears", + "Reserved", + "Reserved", + "PayCurrency", + "Reserved", + "InitialMargin", + "InitialMarginPercentage", + "InitialMarginCurrency", + "CalendarPay", + "CalendarReceive", + "Reserved", + "ReceiveSpread", + "ReceiveFixingFrequency", + "ReceiveInterestCalcMethod", + "Reserved", + "PaySpread", + "PayFixingFrequency", + "PayInterstCalcMethod", + "Reserved", + "GiveUpCounterparty", + "ReceiveStubLocation", + "ReceiveBeginFloatRate1", + "ReceiveBeginFloatRate2", + "ReceiveEndFloatRate1", + "ReceiveEndFloatRate2", + "PayStubLocation", + "PayBeginFloatRate1", + "PayBeginFloatRate2", + "PayEndFloatRate1", + "PayEndFloatRate2", + "Reserved", + "Reserved", + "SwapType", + "Reserved", + "ClientReference", + "Reserved", + "Reserved", + "Reserved", + "Reserved", + "Reserved", + "Reserved", + "ReceiveResetLag", + "PayResetLag", + "ReceiveExchangeAmount", + "PayExchangeAmount", + "AssociatedDealType", + "AssociatedDealId", + "ClearingFacility", + "CcpTradeRef", + "BreakClauseFrequency", + "BlockId", + "BlockAmount", + "UpfrontFee", + "UpfrontFeePaydate", + "UpFrontFeeComments", + "UpfrontFeeCurrency ", + "Netting Id", + "BreakClauseDate", + "CashFlowStubType", + "IndexLevel", + "ExecutionDateTimeStamp", + "ReceivePaymentLag", + "PayPaymentLag", + "ReceiveRateMultiplier", + "PayRateMultiplier", + "ReceiveRateCap", + "PayRateCap", + "ReceiveRateFloor", + "PayRateFloor", + "ReceiveRollConvention", + "PayRollConvention", + "ReceiveAccrualBDC", + "PayAccrualBDC", + "ReceiveMaturityBDC", + "PayMaturityBDC", + "ReceivePaymentAt", + "PayPaymentAt", + "ReceiveClientMargin", + "PayClientMargin", + "Reserved1", + "ReceiveRateCutOff", + "PayRateCutOff", + "InflationLag", + "InflationReference", + "ReceiveSettlementCurrency", + "PaySettlementCurrency", + "CounterpartyReference", + "ReceiveInflationReference", + "PayInflationReference", + "Collateralized", + "InitialFXRate", + "TradeDateFX", +] |
