1 files changed, 201 insertions, 0 deletions
diff --git a/python/csv_headers/mtm_upload.py b/python/csv_headers/mtm_upload.py
new file mode 100644
index 00000000..d5619616
--- /dev/null
+++ b/python/csv_headers/mtm_upload.py
@@ -0,0 +1,201 @@
+mtm_term = [
+    "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",
+]
+mtm_swaption = [
+    "Swap ID",
+    "Broker Id",
+    "Trade ID",
+    "Trade Date",
+    "Settle Date",
+    "Supplement Date",
+    "Supplement 2 Date",
+    "Maturity Date",
+    "Account Abbreviation",
+    "1st Leg Notional",
+    "Currency Code",
+    "1st Leg Rate",
+    "Initial Payment Currency",
+    "Initial Payment",
+    "Product Type",
+    "Transaction Type",
+    "Transaction Code",
+    "Independent Amount (%)",
+    "RED",
+    "Issuer Name",
+    "Entity Matrix",
+    "Definitions Type",
+    "Swaption Expiration Date",
+    "Strike Price",
+    "Swaption Settlement Type",
+    "Master Document Date",
+    "OptionBuySellIndicator",
+    "Clearing House",
+    "Protection",
+    "Swaption Quotation Rate Type",
+    "Effective Date",
+]
+
+mtm_cds = [
+    "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",
+    "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",
+    "Independent Amount (%)",
+    "Independent Amount ($)",
+    "RED",
+    "Issuer Name",
+    "Settlement Amount",
+    "Trader",
+    "Executing Broker",
+    "Dealer Trade ID",
+    "Notes",
+    "Parent Transaction Code",
+    "Parent Trade Date",
+    "Parent Notional",
+    "Parent Currency Code",
+    "Parent Net Amount",
+    "Parent Effective Date",
+    "Parent First Payment Date",
+    "Parent Settle Date",
+    "ComplianceHubAction",
+    "DTCC Ineligible",
+    "Master Document Date",
+    "Master Document Version",
+    "Include Contractual Supplement",
+    "Contractual Supplement",
+    "Supplement Date",
+    "Entity Matrix",
+    "Entity Matrix Date",
+    "Modified Equity Delivery",
+    "Calculation Agent Business Center",
+    "Calculation Agent",
+    "Attachment Point",
+    "Exhaustion Point",
+    "Strategy",
+    "First Payment Period Accrual Start Date",
+    "TieOut Ineligible",
+    "Electronic Consent Ineligible",
+    "External OMS ID",
+    "Independent Amount Currency",
+    "Independent Amount Payer",
+    "Trade Revision",
+    "Alternate Swap ID",
+    "Alternate Trade ID",
+    "Definitions Type",
+]
+mtm_trs = [
+    "Swap ID ",
+    "Allocation ID",
+    "Description ",
+    "Broker Id ",
+    "DTCC CounterParty ID",
+    "Trade ID  ",
+    "Trade Date ",
+    "Effective Date",
+    "Settle Date",
+    "Maturity Date ",
+    "Account Abbreviation ",
+    "1st Leg Notional",
+    "Currency Code ",
+    "Initial Payment",
+    "Initial Payment Currency",
+    "Original Issue Date",
+    "Interest Payment Method Description",
+    "Product Type  ",
+    "Product Sub Type",
+    "Transaction Type ",
+    "Protection",
+    "Transaction Code",
+    "Remaining Party ",
+    "DTCC Remaining CounterParty ID",
+    "Independent Amount (%)",
+    "Independent Amount ($)",
+    "RED",
+    "Issuer Name",
+    "Settlement Amount",
+    "Trader",
+    "Dealer Trade ID",
+    "Notes",
+    "Parent Transaction Code",
+    "Parent Trade Date",
+    "Parent Notional",
+    "Parent Currency Code",
+    "Parent Net Amount",
+    "Parent Effective Date",
+    "Parent First Payment Date",
+    "Parent Settle Date",
+    "ComplianceHubAction",
+    "DTCC Ineligible",
+    "Master Document Date",
+    "Master Document Type",
+    "Master Document Version",
+    "",
+    "",
+    "Annex Date",
+    "Supplement Date",
+    "Documentation Type",
+    "Calculation Agent Business Center",
+    "",
+    "Strategy",
+    "Electronic Consent Ineligible",
+    "External OMS ID",
+    "Traded Rate/Price",
+    "Independent Amount Currency",
+    "Independent Amount Payer",
+    "Trade Revision",
+    "Alternate Swap ID",
+    "Alternate Trade ID",
+    "Definitions Type",
+    "Initial Fixing Amount",
+    "2nd Leg Index",
+    "2nd Leg Spread",
+    "2nd Leg Initial Floating Rate",
+]