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-rw-r--r--python/csv_headers/__init__.py0
-rw-r--r--python/csv_headers/bond_upload.py164
-rw-r--r--python/csv_headers/citco.py338
-rw-r--r--python/csv_headers/globeop_upload.py780
-rw-r--r--python/csv_headers/irs.py136
-rw-r--r--python/csv_headers/mtm_upload.py201
-rw-r--r--python/csv_headers/test.py136
7 files changed, 1755 insertions, 0 deletions
diff --git a/python/csv_headers/__init__.py b/python/csv_headers/__init__.py
new file mode 100644
index 00000000..e69de29b
--- /dev/null
+++ b/python/csv_headers/__init__.py
diff --git a/python/csv_headers/bond_upload.py b/python/csv_headers/bond_upload.py
new file mode 100644
index 00000000..db1eb066
--- /dev/null
+++ b/python/csv_headers/bond_upload.py
@@ -0,0 +1,164 @@
+BBH_BONDS = [
+ "Function of Instruction",
+ "Client Reference Number",
+ "Previous Reference Number",
+ "Account Number",
+ "Transaction Type",
+ "Place of Settlement/Country",
+ "Place of Safekeeping",
+ "Trade Date",
+ "Settlement Date",
+ "Security ID",
+ "Security Description",
+ "Unit / Original Face Amount",
+ "Currency",
+ "Unit Price Amount",
+ "Net Amount",
+ "Trading Broker Type/ID",
+ "Trading Broker Description",
+ "Beneficiary of Securities Account",
+ "Clearing Broker ID / Type",
+ "Clearing Broker Description",
+ "Clearing Agent Account",
+ "Stamp Duty Code",
+ "Stamp Duty Amount",
+ "Special Settlement Type",
+ "Special Indicator #1",
+ "Special Indicator #2",
+ "Registration Details",
+ "Special Instruction",
+ "Originator of Message",
+ "Current Face/Amortize Value",
+ "Principal Amount",
+ "Interest Amount",
+ "Other Fees Amount",
+ "Commission Amount",
+ "SEC Fees Amount",
+ "Transaction Tax Amount",
+ "Withholding Tax Amount",
+ "Exchange Rate",
+ "Resulting Currency",
+ "Resulting Amount",
+ "FX Currency",
+ "Pool Reference Number",
+ "Total Group Number",
+ "Trade Number",
+ "Repo Term Date (REPO only)",
+ "Repo Amount (REPO only)",
+ "Repo Reference Number (REPO only)",
+ "Repo Rate (REPO Only)",
+ "Ticker (CPF and CRF Only)",
+ "Strike Price (CPF and CRF Only)",
+ "Expiration Date (CPF and CRF Only)",
+ "Broker Number (CPF and CRF Only)",
+ "Broker Account (CPF and CRF Only)",
+ "Contract Size (Option Contract and Future Contract Only)",
+ "Place of Trade Narrative",
+ "Common Reference",
+ "Partial Settlement Allowed",
+ "Partial Settlement Tolerance",
+ "No Automatic Market Claim",
+ "Corporate Action Coupon Option",
+ "Triparty Collateral Segregation",
+ "FX Cancel - For CANC instructions only",
+ "Fund Accounting Only Trade (RPTO)",
+ "Custody Only Trade (NACT)",
+ "Research Fee (RSCH)",
+]
+
+bbh_swap = [
+ "Deal Type",
+ "Deal Id",
+ "Action",
+ "Client",
+ "Fund",
+ "Portfolio",
+ "Folder",
+ "Custodian",
+ "Cash Account",
+ "Counterparty",
+ "Comments",
+ "State",
+ "Trade Date",
+ "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",
+]
diff --git a/python/csv_headers/citco.py b/python/csv_headers/citco.py
new file mode 100644
index 00000000..689472a1
--- /dev/null
+++ b/python/csv_headers/citco.py
@@ -0,0 +1,338 @@
+GTL = [
+ "OrdStatus",
+ "ExecTransType",
+ "ClientOrderID",
+ "FillID",
+ "IDofOrderOrFillforAction",
+ "LotNumber",
+ "Symbol",
+ "SecurityType",
+ "SecurityCurrency",
+ "SecurityDescription",
+ "BuySellShortCover",
+ "OpenClose",
+ "IDSource",
+ "SecurityID",
+ "ISIN",
+ "CUSIP",
+ "SEDOL",
+ "Bloomberg",
+ "CINS",
+ "WhenIssued",
+ "IssueDate",
+ "MaturityDate",
+ "Coupon%",
+ "ExecutionInterestDays",
+ "AccruedInterest",
+ "FaceValue",
+ "RollableType",
+ "RepoCurrency",
+ "DayCountFraction/RepoCalendar",
+ "RepoLoanAmount",
+ "Trader",
+ "OrderQty",
+ "FillQty",
+ "CumQty",
+ "HairCut",
+ "AvgPrice",
+ "FillPrice",
+ "TradeDate",
+ "TradeTime",
+ "OrigDate",
+ "Unused",
+ "SettlementDate",
+ "ExecutingUser",
+ "Comment",
+ "Account",
+ "Fund",
+ "SubFund",
+ "AllocationCode",
+ "StrategyCode",
+ "ExecutionBroker",
+ "ClearingAgent",
+ "ContractSize",
+ "Commission",
+ "FXRate",
+ "FWDFXpoints",
+ "Fee",
+ "CurrencyTraded",
+ "SettleCurrency",
+ "FX/BASErate",
+ "BASE/FXrate",
+ "StrikePrice",
+ "PutOrCall",
+ "DerivativeExpiry",
+ "SubStrategy",
+ "OrderGroup",
+ "RepoPenalty",
+ "CommissionTurn",
+ "AllocRule",
+ "PaymentFreq",
+ "RateSource",
+ "Spread",
+ "CurrentFace",
+ "CurrentPrincipalFactor",
+ "AccrualFactor",
+ "TaxRate",
+ "Expenses",
+ "Fees",
+ "PostCommAndFeesOnInit",
+ "ImpliedCommissionFlag",
+ "TransactionType",
+ "MasterConfrimType",
+ "MatrixTerm",
+ "EMInternalSeqNo.",
+ "ObjectivePrice",
+ "MarketPrice",
+ "StopPrice",
+ "NetConsdieration",
+ "FixingDate",
+ "DeliveryInstructions",
+ "ForceMatchID",
+ "ForceMatchType",
+ "ForceMatchNotes",
+ "CommissionRateforAllocation",
+ "CommissionAmountforFill",
+ "ExpenseAmountforFill",
+ "FeeAmountforFill",
+ "StandardStrategy",
+ "StrategyLinkName",
+ "StrategyGroup",
+ "FillFXSettleAmount",
+ "Reserved",
+ "Reserved",
+ "DealAttributes",
+ "FinanceLeg",
+ "PerformanceLeg",
+ "Attributes",
+ "DealSymbol",
+ "Initialmargintype",
+ "InitialMarginAmount",
+ "InitialmarginCCY",
+ "ConfirmStatus",
+ "Counterparty",
+ "TraderNotes",
+ "ConvertPricetoSettleCcy",
+ "BondCouponType",
+ "GenericFeesEnabled",
+ "GenericFeesListing",
+ "OrderLevelAttributes",
+ "Settling/Sub",
+ "ConfirmationTime",
+ "ConfirmationMeans",
+ "PaymentDate",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+ "",
+]
+GIL = [
+ "Command",
+ "Group_Id",
+ "UniqueIdentifier",
+ "InstrumentType",
+ "UnderlyingIDSource",
+ "UnderlyingSecurityId",
+ "UnderlyingISIN",
+ "UnderlyingCUSIP",
+ "UnderlyingSEDOL",
+ "UnderlyingBloombergCode",
+ "UnderlyingCINS",
+ "UnderlyingRIC",
+ "UnderlyingCDS",
+ "UnderlyingCDSDN",
+ "UnderlyingUserID",
+ "UnderlyingTID",
+ "Symbol",
+ "(BLANK)",
+ "Birth_date",
+ "Death_date",
+ "Active",
+ "(Blank)",
+ "(Blank)",
+ "(Blank)",
+ "Sec_Desc",
+ "(Blank)",
+ "LocalCcy",
+ "Country",
+ "SettleCal",
+ "(Blank)",
+ "TickSize",
+ "MarketID",
+ "PriceBase",
+ "PriceFactor",
+ "FixRate",
+ "ResetFreq",
+ "(Blank)",
+ "(Blank)",
+ "1stCpnDate",
+ "LastCpnDate",
+ "CouponRate",
+ "CashFlowFreq_Id",
+ "SettleDays",
+ "DayCount_ID",
+ "AccruMethodID",
+ "AccruStartDate",
+ "IssueAmount",
+ "CreditEvent",
+ "CounterParty",
+ "CtpyAbbrev",
+ "Tier",
+ "CtpyCountry",
+ "CtpyCountry",
+ "Ctpymoody",
+ "BondClass",
+ "BondType",
+ "SerisCode",
+ "(Blank)",
+ "RateSetDate",
+ "GeneralDirection",
+ "PrincipalExchTypeID",
+ "S_P_PaymentFreqID",
+ "S_P_CurrencyCode",
+ "S_P_RateIndexID",
+ "S_P_AccrualMethodID",
+ "S_P_InterestRate",
+ "S_P_PaymentCalandarID",
+ "S_P_DayConventionID",
+ "S_P_ResetFreqID",
+ "S_P_NotionalAmt",
+ "S_P_ResetCalandarID",
+ "S_P_RateSourceID",
+ "S_P_InitialResetRate",
+ "(Blank)",
+ "(Blank)",
+ "(Blank)",
+ "(Blank)",
+ "S_R_PaymentFreqID",
+ "S_R_CurrencyCode",
+ "S_R_RateIndexID",
+ "S_R_AccrualMethodID",
+ "S_R_InterestRate",
+ "S_R_PaymentCalandarID",
+ "S_R_DayConventionID",
+ "S_R_ResetFreqID",
+ "S_R_NotionalAmount",
+ "S_R_ResetCalandarID",
+ "S_R_RateSource",
+ "S_R_InitialResetRate",
+ "(Blank)",
+ "(Blank)",
+ "(Blank)",
+ "(Blank)",
+ "OtherCode1",
+ "OtherCode1-Value",
+ "OtherCode2",
+ "OtherCode2-Value",
+ "Attribute1",
+ "Attribute1-Value",
+ "Attribute1-Type",
+ "Attribute2",
+ "Attribute2-Value",
+ "Attribute2-Type",
+ "Attribute3",
+ "Attribute3-Value",
+ "Attribute3-Type",
+ "Attribute4",
+ "Attribute4-Value",
+ "Attribute4-Type",
+ "Attribute5",
+ "Attribute5-Value",
+ "Attribute5-Type",
+ "(Blank)",
+ "OptionType",
+ "StrikeMonth",
+ "StrikePrice",
+ "ExpirationDate",
+ "Put/CallFlag",
+ "ContractSize",
+ "CashRebate",
+ "Barrier1",
+ "Barrier2",
+ "Notes",
+ "(Blank)",
+ "DeliveryPeriodType",
+ "DeliveryPeriod",
+ "DeliveryAbbrev",
+ "DaysDelay",
+ "CurrentPrincipalFactor",
+ "AccrualFactor",
+ "(Blank)",
+ "Odd_First_Coupon",
+ "Odd_Last_Coupon",
+ "Accrual_Startdate",
+ "Accrual_Enddate",
+ "Balloon_Payment",
+ "Compound_Method",
+ "Scale_Factor",
+ "CDS_Subtype_ID",
+ "Recovery_Rate",
+ "Attachment_Points",
+ "Detachment_Points",
+ "(Blank)",
+ "Spread_Bps",
+ "Rate_Change_Fre",
+ "Spread_Start_Date",
+ "Rate_Source_Id",
+ "OTC_FloatingRate_Flag",
+ "VAR_Start_Date",
+ "FutureName",
+ "LastTradeDate",
+ "LCode",
+ "CurrentStartDate",
+ "SpotLimitDate",
+ "FirstNoticeDate",
+ "LastNoticeDate",
+ "CTDTID",
+ "CTDConv.Factor",
+ "RollDate",
+ "ValueDate1",
+ "EndDate1",
+ "ValueDate2",
+ "EndDate2",
+ "ValueDate3",
+ "EndDate3",
+ "ValueDate4",
+ "EndDate4",
+ "ValueDate5",
+ "EndDate5",
+ "ForeignFlag",
+ "RestrictedFlag",
+ "ParValue",
+ "SharesOutstanding",
+ "Industry_SIC_ID",
+ "GICSLevel3ID",
+ "InflationIndexFlag",
+ "LinearAccrualCalcFlag",
+ "ExpirationTime",
+ "ExpirationTimeZoneId",
+ "SwapStartDate",
+ "ExpValueDateTimeComponent",
+ "BasketTypeID",
+ "BasketLinkAmount2",
+ "BasketLinkPercent2",
+ "BasketLinkTID3",
+ "BasketLinkAmount3",
+ "BasketLinkPercent3",
+ "BasketLinkFromDate",
+ "BasketLinkToDate",
+ "BasketLinkComments",
+ "BarrierOptionWindow1",
+ "BarrierOptionWindow2",
+]
diff --git a/python/csv_headers/globeop_upload.py b/python/csv_headers/globeop_upload.py
new file mode 100644
index 00000000..cd2cf00c
--- /dev/null
+++ b/python/csv_headers/globeop_upload.py
@@ -0,0 +1,780 @@
+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",
+ ],
+}
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",
+]
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",
+]
diff --git a/python/csv_headers/test.py b/python/csv_headers/test.py
new file mode 100644
index 00000000..e578fa77
--- /dev/null
+++ b/python/csv_headers/test.py
@@ -0,0 +1,136 @@
+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 ($)",
+ "RED",
+ "Issuer Name",
+ "Settlement Amount",
+ "Trader",
+ "Dealer Trade ID",
+ "Notes",
+ "Parent Transaction Code",
+ "Parent Trade Date",
+ "Parent Notional",
+ "Parent Currency Code",
+ "Parent Net Amount",
+ "Parent Effective Date",
+ "Parent First Payment Date",
+ "Parent Settle Date",
+ "ComplianceHubAction",
+ "DTCC Ineligible",
+ "Master Document Date",
+ "Master Document Type",
+ "Master Document Version",
+ "",
+ "",
+ "Annex Date",
+ "Supplement Date",
+ "Documentation Type",
+ "Calculation Agent Business Center",
+ "",
+ "Strategy",
+ "Electronic Consent Ineligible",
+ "External OMS ID",
+ "Traded Rate/Price",
+ "Independent Amount Currency",
+ "Independent Amount Payer",
+ "Trade Revision",
+ "Alternate Swap ID",
+ "Alternate Trade ID",
+ "Definitions Type",
+ "Initial Fixing Amount",
+ "2nd Leg Index",
+ "2nd Leg Spread",
+ "2nd Leg Initial Floating Rate",
+]
+mtm_trs = [
+ "Swap ID ",
+ "Allocation ID",
+ "Description ",
+ "Broker Id ",
+ "DTCC CounterParty ID",
+ "Trade ID ",
+ "Trade Date ",
+ "Effective Date",
+ "Settle Date",
+ "Maturity Date ",
+ "Account Abbreviation ",
+ "1st Leg Notional",
+ "Currency Code ",
+ "Initial Payment",
+ "Initial Payment Currency",
+ "Original Issue Date",
+ "Interest Payment Method Description",
+ "Product Type ",
+ "Product Sub Type",
+ "Transaction Type ",
+ "Protection",
+ "Transaction Code",
+ "Remaining Party ",
+ "DTCC Remaining CounterParty ID",
+ "Independent Amount (%)",
+ "Independent Amount ($)",
+ "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",
+]
generated by cgit v1.2.3-70-g09d2 (git 2.52.0) at 2025-12-22 12:00:21 +0000