diff options
Diffstat (limited to 'python/headers.py')
| -rw-r--r-- | python/headers.py | 97 |
1 files changed, 40 insertions, 57 deletions
diff --git a/python/headers.py b/python/headers.py index 07f24b72..852671ea 100644 --- a/python/headers.py +++ b/python/headers.py @@ -484,6 +484,46 @@ HEADERS = { "Collateralized", "TradeDateFX", ], + "termination": [ + "DealType", + "DealId", + "Action", + "Client", + "SubAction", + "PartialTermination", + "TerminationAmount", + "TerminationDate", + "FeesPaid", + "FeesReceived", + "DealFunction", + "Reserved", + "ClientReference", + "TradeDate", + "EffectiveDate", + "FirstCouponDate", + "FeePaymentDate", + "SpecialInstructions", + "AssignedCounterparty", + "AssignmentFee", + "AssignedFeeTradeDate", + "AssignedFeeValueDate", + "AssignedCustodian", + "AssignedCashAccount", + "Reserved", + "FeeCurrency", + "GoTradeId", + "FeeComments", + "ZeroOutInterestCashFlows", + "Reserved", + "Reserved", + "Reserved", + "Reserved", + "Reserved", + "Reserved", + "Reserved", + "InitialMargin", + "InitialMarginCurrency", + ], } MTM_HEADERS = { @@ -884,60 +924,3 @@ def get_headers(trade_type, fund): return headers else: return headers - - -def get_termination_headers(trade_type: str, term_type: Literal["A", "T"]): - headers = [ - "DealType", - "DealId", - "Action", - "Client", - "SubAction", - "PartialTermination", - "TerminationAmount", - "TerminationDate", - "FeesPaid", - "FeesReceived", - "DealFunction", - "Reserved", - "ClientReference", - ] - if trade_type == "cds": - headers += ["TradeDate", "EffectiveDate", "FirstCouponDate"] - else: - headers += ["Reserved"] * 3 - headers += ["FeePaymentDate", "SpecialInstructions"] - - if term_type == "A": - headers += ["AssignedCounterparty"] - else: - headers += ["Reserved"] - if trade_type == "cds" and term_type == "A": - headers += [ - "AssignmentFee", - "AssignedFeeTradeDate", - "AssignedFeeValueDate", - "AssignedCustodian", - "AssignedCashAccount", - "Reserved", - "FeeCurrency", - ] - else: - headers += ["Reserved"] * 7 - headers += ["GoTradeId"] - if trade_type == "cds": - headers += ["FeeComments", "ZeroOutInterestCashFlows"] - else: - headers += ["Reserved"] * 2 - headers += ["Reserved"] * 4 - if trade_type == "swaption": - headers += ["Reserved"] * 2 + ["InMoney", "FeeCurrency"] - elif trade_type == "cds": - if term_type == "A": - headers += ["Reserved"] * 3 - else: - headers += ["AssignedDealFunction"] + ["Reserved"] * 2 - headers += ["InitialMargin", "InitialMarginCurrency"] - if term_type == "T": - headers += ["Reserved"] * 4 + ["CreditEventOccured"] - return headers |
