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-rw-r--r--python/headers.py42
1 files changed, 42 insertions, 0 deletions
diff --git a/python/headers.py b/python/headers.py
index 3038a45e..7e258b29 100644
--- a/python/headers.py
+++ b/python/headers.py
@@ -262,6 +262,48 @@ HEADERS = {
"BrokerShortName",
"ClientReference",
],
+ "repo": HEADERS_PRE
+ + [
+ "Settlement Date",
+ "Broker",
+ "GlopeOp Security Identifier",
+ "CUSIP",
+ "ISIN",
+ "Sedol",
+ "Reserved",
+ "Reserved",
+ "Security Description",
+ "TransactionIndicator",
+ "CurrentFactor",
+ "Quantity",
+ "Price",
+ "Reserved",
+ "Reserved",
+ "Reserved",
+ "Currency",
+ "ExchangeRate",
+ "Comments",
+ "Reserved",
+ "ExpirationDate",
+ "Reserved",
+ "WeightedAmount",
+ "InterestCalcMethod",
+ "DirtyPrice",
+ "Haircut",
+ "RepoRate",
+ "OpenRepo",
+ "CallNotice",
+ "FaceAmount",
+ "AccruedInterest",
+ "Yield",
+ "CouponTo",
+ "DayCount",
+ "ClearingMode",
+ "SecurityType",
+ "BrokerShortName",
+ "ClientReference",
+ "DateTimeStamp",
+ ]
}