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-rw-r--r--python/headers.py70
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",