diff options
Diffstat (limited to 'python/headers/globeop_upload.py')
| -rw-r--r-- | python/headers/globeop_upload.py | 269 |
1 files changed, 269 insertions, 0 deletions
diff --git a/python/headers/globeop_upload.py b/python/headers/globeop_upload.py new file mode 100644 index 00000000..db5de036 --- /dev/null +++ b/python/headers/globeop_upload.py @@ -0,0 +1,269 @@ +globeop_TRS = [ + "DealType", + "DealId", + "Action", + "Client", + "Reserved", + "Reserved", + "Strategy ", + "Custodian", + "CashAccount", + "Counterparty", + "Comments", + "State", + "TradeDate", + "Reserved", + "Reserved", + "ReceiveLegRateType", + "ReceiveUnderlyingType", + "ReceiveUnderlyingSecurity", + "ReceiveUnderlyingDescription", + "ReceiveFloatRate", + "ReceiveFirstCouponDate", + "ReceiveFirstCouponRate", + "ReceiveFixedRate", + "ReceiveDaycount", + "ReceiveFrequency", + "ReceivePaymentBDC", + "ReceiveEffectiveDate", + "ReceiveMaturityDate", + "ReceiveNotional", + "ReceivePrice", + "ReceiveArrears", + "Reserved", + "Reserved", + "ReceiveCurrency", + "Reserved", + "ReceiveSpread", + "PayLegRateType", + "PayUnderlyingType", + "PayUnderlyingSecurity", + "PayUnderlyingDescription", + "PayFloatRate", + "PayFirstCouponDate", + "PayFirstCouponRate", + "PayFixedRate", + "PayDaycount", + "PayFrequency", + "PayPaymentBDC", + "PayEffectiveDate", + "PayMaturityDate", + "PayNotional", + "PayPrice", + "PayArrears", + "Reserved", + "Reserved", + "PayCurrency", + "Reserved", + "PaySpread", + "Reserved", + "InitialMargin", + "InitialMarginPercent", + "InitialMarginCurrency", + "ClientReference", + "CcpTradeRef", + "BlockId", + "BlockAmount", + "Netting Id", + "ExchangeRate", + "ReceiveQuantity", + "PayQuantity", + "ReceiveAccrued", + "PayAccrued", + "ReceiveNotionalExchange", + "PayNotionalExchange", + "ReceiveResetLag", + "PayResetLag", + "Reserved", + "Reserved", + "Reserved", + "Reserved", + "ReceiveCalendar", + "PayCalendar", + "ReceiveInterestCalcMethod", + "PayInterestCalcMethod", + "ReceiveCompoundAverageFrequency", + "PayCompoundAverageFrequency", + "ReceiveFixingFrequency", + "PayFixingFrequency", + "ReceiveStubLocation", + "ReceiveBeginFloatRate1", + "ReceiveBeginFloatRate2", + "ReceiveEndFloatRate1", + "ReceiveEndFloatRate2", + "PayStubLocation", + "PayBeginFloatRate1", + "PayBeginFloatRate2", + "PayEndFloatRate1", + "PayEndFloatRate2", + "Fees", + "Fee Payment Dates", + "Fee Comments", + "ExecutionDateTimeStamp", + "FeeTypes", + "FeeCurrencies", + "ReceivePaymentAt", + "PayPaymentAt", + "SwapType", + "Reserved1", + "ReceiveAccrualBDC", + "PayAccrualBDC", + "ReceiveMaturityBDC", + "PayMaturityBDC", + "ReceiveRollConvention", + "PayRollConvention", + "ReceivePaymentLag", + "PayPaymentLag", + "ReceiveSettlementCurrency", + "PaySettlementCurrency", + "Collateralized", + "TradeDateFX", +] + +globeop_IRS = [ + "DealType", + "TradeId", + "ActionId", + "ClientId", + "Fund", + "Portfolio", + "StrategyId", + "CustodianId", + "CashAccountId", + "CounterpartyId", + "Comments", + "StateId", + "TradeDate", + "Reserved3", + "Reserved4", + "RecLegType", + "RecIndex", + "RecFirstCpnDate", + "RecFirstCpnRate", + "RecFixedRate", + "RecDayCount", + "RecPaymentFreq", + "ReceivePaymentBDC", + "RecEffectiveDate", + "RecMaturityDate", + "RecNotional", + "RecArrears", + "Reserved5", + "RecCompound", + "RecCurrency", + "Reserved6", + "PayLegType", + "PayIndex", + "PayFirstCpnDate", + "PayFirstCpnRate", + "PayFixedRate", + "PayDayCount", + "PayPaymentFreq", + "PayPaymentBDC", + "PayEffectiveDate", + "PayMaturityDate", + "PayNotional", + "PayArrears", + "Reserved7", + "PayCompound", + "PayCurrency", + "Reserved8", + "InitialMargin", + "InitialMarginPercent", + "InitialMarginCcy", + "CalendarPay", + "CalendarReceive", + "Reserved9", + "RecFloatingRateSpread", + "RecFixingFreq", + "RecInterestCalcMethod", + "Reserved10", + "PayFloatingRateSpread", + "PayFixingFreq", + "PayInterestCalcMethod", + "Reserved11", + "GiveUpBroker", + "RecBrokenPeriod", + "RecBeginFloatRate1", + "RecBeginFloatRate2", + "RecEndFloatRate1", + "RecEndFloatRate2", + "PayBrokenPeriod", + "PayBeginFloatRate1", + "PayBeginFloatRate2", + "PayEndFloatRate1", + "PayEndFloatRate2", + "Reserved12", + "Reserved13", + "SwapType", + "InflationMarketConv", + "ClientRef", + "Reserved14", + "Reserved15", + "Reserved16", + "Reserved17", + "Reserved18", + "Reserved19", + "RecResetLag", + "PayResetLag", + "RecExchangeAmount", + "PayExchangeAmount", + "AssociatedDealType", + "AssociatedDealId", + "ClearingFacility", + "CcpTradeRef", + "BreakClauseFreq", + "BlockId", + "BlockAmount", + "UpfrontFee", + "UpfrontFeePayDate", + "UpfrontFeeComment", + "UpfrontFeeCurrency", + "NettingId", + "BreakClauseDate", + "Reserved20", + "IndexLevel", + "TradeDateTime", + "ReceivePaymentLag", + "PayPaymentLag", + "ReceiveRateMultiplier", + "PayRateMultiplier", + "ReceiveRateCap", + "PayRateCap", + "ReceiveRateFloor", + "PayRateFloor", + "ReceiveRollConvention", + "PayRollConvention", + "ReceiveAccrualBDC", + "PayAccrualBDC", + "ReceiveMaturityBDC", + "PayMaturityBDC", + "ReceivePaymentAt", + "PayPaymentAt", + "ReceiveClientMargin", + "PayClientMargin", + "Resvered21", + "ReceiveRateCutOff", + "PayRateCutOff", + "ReceiveInflationLag", + "PayInflationLag", + "ReceiveSettlementCurrency", + "PaySettlementCurrency", + "CounterpartyReference", + "ReceiveInflationReference", + "PayInflationReference", + "Collateralized", + "InitialFXRate", + "TradeDateFX", + "ReceiveFixingSource", + "PayFixingSource", + "ReceiveFxFixingLag", + "PayFxFixingLag", + "ReceiveFxFixingCalendar", + "PayFxFixingCalendar", + "SEFFlag", + "ReceiveObservationShift", + "PayObservationShift", + "ReceiveCashFlowStubType", + "PayCashFlowStubType", +] |