1 files changed, 68 insertions, 0 deletions
diff --git a/python/headers.py b/python/headers.py
index 19ef3f8d..e6c94d3a 100644
--- a/python/headers.py
+++ b/python/headers.py
@@ -824,6 +824,74 @@ MTM_HEADERS = {
         "Remaining Party",
         "DTCC Remaining CounterParty ID",
     ],
+    DealType.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",
+    ],
 }