diff options
Diffstat (limited to 'python/headers.py')
| -rw-r--r-- | python/headers.py | 70 |
1 files changed, 13 insertions, 57 deletions
diff --git a/python/headers.py b/python/headers.py index 9b2534f4..13c9270a 100644 --- a/python/headers.py +++ b/python/headers.py @@ -452,80 +452,36 @@ MTM_HEADERS = { ], "swaption": [ "Swap ID", - "Allocation ID", - "Description", "Broker Id", - "DTCC CounterParty ID", "Trade ID", "Trade Date", - "Effective Date", "Settle Date", + "Supplement Date", + "Supplement 2 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", + "Initial Payment", "Product Type", - "Product Sub Type", "Transaction Type", - "Protection", "Transaction Code", - "Remaining Party", - "DTCC Remaining CounterParty ID", "Independent Amount (%)", - "Independent Amount ($)", "RED", - "ISIN", "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", + "Entity Matrix", + "Definitions Type", + "Swaption Expiration Date", + "Strike Price", + "Swaption Settlement Type", "Master Document Date", - "Master Document Type", - "Restructuring Event", - "Include Contractual Supplement", - "Contractual Supplement", - "Supplement Date", - "Documentation Type", - "Matrix Date", - "Matrix Term", - "Calculation Agent Business Center", - "Calculation Agent", - "Strategy", - "First Payment Period", - "Accrual Start Date", - "TieOut Ineligible", - "Electronic Consent Ineligible", - "External OMS ID", - "Recovery Factor", - "Fixed Settlement", - "Quotation Style", - "Initial Points", - "Traded Rate/Price", - "Independent Amount Currency", - "Independent Amount Payer", - "Trade Revision", - "Alternate Swap ID", - "Alternate Trade ID", - "Sub Account Abbreviation", + "OptionBuySellIndicator", + "Clearing House", + "Protection", + "Swaption Quotation Rate Type", + "Effective Date", ], "termination": [ "Swap ID", |
