diff options
Diffstat (limited to 'python/headers.py')
| -rw-r--r-- | python/headers.py | 68 |
1 files changed, 66 insertions, 2 deletions
diff --git a/python/headers.py b/python/headers.py index 7e258b29..cb17a123 100644 --- a/python/headers.py +++ b/python/headers.py @@ -262,7 +262,7 @@ HEADERS = { "BrokerShortName", "ClientReference", ], - "repo": HEADERS_PRE + "repo": HEADERS_PRE + [ "Settlement Date", "Broker", @@ -303,7 +303,71 @@ HEADERS = { "BrokerShortName", "ClientReference", "DateTimeStamp", - ] + ], + "capfloor": HEADERS_PRE + + [ + "Reserved", + "Reserved", + "FloatingRateIndex", + "FloatingRateIndexDescription", + "TransactionIndicator", + "Reserved", + "CapOrFloor", + "Notional", + "Strike", + "ValueDate", + "ExpirationDate", + "PremiumPercent", + "PremiumDate", + "PricingType", + "PaymentFrequency", + "FixingFrequency", + "DayCountConvention", + "PaymentBDC", + "Reserved", + "PaymentAtBeginningOrEnd", + "Commission", + "FirstCouponDate", + "InitialMargin", + "InitialMarginPercent", + "InitialMarginCurrency", + "Reserved", + "Reserved", + "Reserved", + "ResetLag", + "Adjusted", + "CashType", + "BinaryFixedAmount", + "BarrierPaymentAt", + "KnockPeriod", + "UpperBarrier", + "LowerBarrier", + "RebateUp", + "RebateDown", + "RebateSettlementLag", + "ClientReference", + "BrokerShortName", + "CptyReference", + "SwapType", + "ClearingFacility", + "CcpTradeRef", + "BlockId", + "BlockAmount", + "Netting Id", + "TradeDateTimeStamp", + "AccrualBDC", + "MaturityBDC", + "RollConvention", + "Calendar", + "Arrears", + "PaymentLag", + "Reserved1", + "InflationLag", + "InflationReference", + "SettlementCurrency", + "Collateralized", + "TradeDateFX", + ], } |