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-rw-r--r--python/csv_headers/irs.py136
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",
+]