diff options
Diffstat (limited to 'python/headers.py')
| -rw-r--r-- | python/headers.py | 151 |
1 files changed, 70 insertions, 81 deletions
diff --git a/python/headers.py b/python/headers.py index b8831b47..0ccf18fc 100644 --- a/python/headers.py +++ b/python/headers.py @@ -567,96 +567,96 @@ HEADERS = { ], "irs": HEADERS_PRE + [ - "Reserved3", - "Reserved4", - "RecLegType", - "RecIndex", - "RecFirstCpnDate", - "RecFirstCpnRate", - "RecFixedRate", - "RecDayCount", - "RecPaymentFreq", - "ReceivePaymentBDC", - "RecEffectiveDate", - "RecMaturityDate", - "RecNotional", - "RecArrears", - "Reserved5", - "RecCompound", - "RecCurrency", - "Reserved6", - "PayLegType", - "PayIndex", - "PayFirstCpnDate", - "PayFirstCpnRate", + "Reserved", + "Reserved", + "ReceiveLegRateType", + "ReceiveFloatRate", + "ReceiveFirstCouponDate", + "ReceiveFirstCouponRate", + "ReceiveFixedRate", + "ReceiveDaycount", + "ReceiveFrequency", + "RecievePaymentBDC", + "ReceiveEffectiveDate", + "ReceiveMaturityDate", + "ReceiveNotional", + "ReceiveResetArrears", + "Reserved", + "Reserved", + "ReceiveCurrency", + "Reserved", + "PayLegRateType", + "PayFloatRate", + "PayFirstCouponDate", + "PayFirstCouponRate", "PayFixedRate", - "PayDayCount", - "PayPaymentFreq", - "PayPaymentBDC", + "PayDaycount", + "PayFrequency", + "PayPaymentBDC[Previously PaymentRollConv]", "PayEffectiveDate", "PayMaturityDate", - "PayNotional", - "PayArrears", - "Reserved7", - "PayCompound", + "Pay Notional", + "PayResetArrears", + "Reserved", + "Reserved", "PayCurrency", - "Reserved8", + "Reserved", "InitialMargin", - "InitialMarginPercent", - "InitialMarginCcy", + "InitialMarginPercentage", + "InitialMarginCurrency", "CalendarPay", "CalendarReceive", - "Reserved9", - "RecFloatingRateSpread", - "RecFixingFreq", - "RecInterestCalcMethod", - "Reserved10", - "PayFloatingRateSpread", - "PayFixingFreq", - "PayInterestCalcMethod", - "Reserved11", - "GiveUpBroker", - "RecBrokenPeriod", - "RecBeginFloatRate1", - "RecBeginFloatRate2", - "RecEndFloatRate1", - "RecEndFloatRate2", - "PayBrokenPeriod", + "Reserved", + "ReceiveSpread", + "ReceiveFixingFrequency", + "ReceiveInterestCalcMethod", + "Reserved", + "PaySpread", + "PayFixingFrequency", + "PayInterstCalcMethod", + "Reserved", + "GiveUpCounterparty", + "ReceiveStubLocation", + "ReceiveBeginFloatRate1", + "ReceiveBeginFloatRate2", + "ReceiveEndFloatRate1", + "ReceiveEndFloatRate2", + "PayStubLocation", "PayBeginFloatRate1", "PayBeginFloatRate2", "PayEndFloatRate1", "PayEndFloatRate2", - "Reserved12", - "Reserved13", + "Reserved", + "Reserved", "SwapType", - "InflationMarketConv", - "ClientRef", - "Reserved14", - "Reserved15", - "Reserved16", - "Reserved17", - "Reserved18", - "Reserved19", - "RecResetLag", + "Reserved", + "ClientReference", + "Reserved", + "Reserved", + "Reserved", + "Reserved", + "Reserved", + "Reserved", + "ReceiveResetLag", "PayResetLag", - "RecExchangeAmount", + "ReceiveExchangeAmount", "PayExchangeAmount", "AssociatedDealType", "AssociatedDealId", "ClearingFacility", "CcpTradeRef", - "BreakClauseFreq", + "BreakClauseFrequency", "BlockId", "BlockAmount", "UpfrontFee", - "UpfrontFeePayDate", - "UpfrontFeeComment", - "UpfrontFeeCurrency", - "NettingId", + "UpfrontFeePaydate", + "UpFrontFeeComments", + "UpfrontFeeCurrency ", + "Netting Id", "BreakClauseDate", - "Reserved20", + "CashFlowStubType", "IndexLevel", - "TradeDateTime", + "ExecutionDateTimeStamp", "ReceivePaymentLag", "PayPaymentLag", "ReceiveRateMultiplier", @@ -675,11 +675,11 @@ HEADERS = { "PayPaymentAt", "ReceiveClientMargin", "PayClientMargin", - "Resvered21", + "Reserved1", "ReceiveRateCutOff", "PayRateCutOff", - "ReceiveInflationLag", - "PayInflationLag", + "InflationLag", + "InflationReference", "ReceiveSettlementCurrency", "PaySettlementCurrency", "CounterpartyReference", @@ -688,17 +688,6 @@ HEADERS = { "Collateralized", "InitialFXRate", "TradeDateFX", - "ReceiveFixingSource", - "PayFixingSource", - "ReceiveFxFixingLag", - "PayFxFixingLag", - "ReceiveFxFixingCalendar", - "PayFxFixingCalendar", - "SEFFlag", - "ReceiveObservationShift", - "PayObservationShift", - "ReceiveCashFlowStubType", - "PayCashFlowStubType", ], } |