1 files changed, 59 insertions, 0 deletions
diff --git a/python/headers.py b/python/headers.py
index 2853eb56..e2a5b719 100644
--- a/python/headers.py
+++ b/python/headers.py
@@ -1,3 +1,5 @@
+from typing import Literal
+
 HEADERS_PRE = [
     "Deal Type",
     "Deal Id",
@@ -274,3 +276,60 @@ def get_headers(trade_type, fund):
             return headers
     else:
         return headers
+
+
+def get_termination_headers(trade_type: str, term_type: Literal["A", "T"]):
+    headers = [
+        "DealType",
+        "DealId",
+        "Action",
+        "Client",
+        "SubAction",
+        "PartialTermination",
+        "TerminationAmount",
+        "TerminationDate",
+        "FeesPaid",
+        "FeesReceived",
+        "DealFunction",
+        "Reserved",
+        "ClientReference",
+    ]
+    if trade_type == "cds":
+        headers += ["TradeDate", "EffectiveDate", "FirstCouponDate"]
+    else:
+        headers += ["Reserved"] * 3
+    headers += ["FeePaymentDate", "SpecialInstructions"]
+
+    if term_type == "A":
+        headers += ["AssignedCounterparty"]
+    else:
+        headers += ["Reserved"]
+    if trade_type == "cds" and term_type == "A":
+        headers += [
+            "AssignmentFee",
+            "AssignedFeeTradeDate",
+            "AssignedFeeValueDate",
+            "AssignedCustodian",
+            "AssignedCashAccount",
+            "Reserved",
+            "FeeCurrency",
+        ]
+    else:
+        headers += ["Reserved"] * 7
+    headers += ["GoTradeId"]
+    if trade_type == "cds":
+        headers += ["FeeComments", "ZeroOutInterestCashFlows"]
+    else:
+        headers += ["Reserved"] * 2
+    headers += ["Reserved"] * 4
+    if trade_type == "swaption":
+        headers += ["Reserved"] * 2 + ["InMoney", "FeeCurrency"]
+    elif trade_type == "cds":
+        if term_type == "A":
+            headers += ["Reserved"] * 3
+        else:
+            headers += ["AssignedDealFunction"] + ["Reserved"] * 2
+        headers += ["InitialMargin", "InitialMarginCurrency"]
+        if term_type == "T":
+            headers += ["Reserved"] * 4 + ["CreditEventOccured"]
+    return headers