1 files changed, 62 insertions, 0 deletions
diff --git a/python/headers/mtm_upload.py b/python/headers/mtm_upload.py
new file mode 100644
index 00000000..e6450a4b
--- /dev/null
+++ b/python/headers/mtm_upload.py
@@ -0,0 +1,62 @@
+mtm_term = [
+    "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",
+    "1st Leg Rate",
+    "Initial Payment",
+    "Initial Payment Currency",
+    "Payment Frequency Description",
+    "Original Issue Date",
+    "Interest Payment Method Description",
+    "First Payment Date",
+    "Product Type",
+    "Product Sub Type",
+    "Transaction Type",
+    "Protection",
+    "Transaction Code",
+    "Remaining Party",
+    "DTCC Remaining CounterParty ID",
+]
+mtm_swaption = [
+    "Swap ID",
+    "Broker Id",
+    "Trade ID",
+    "Trade Date",
+    "Settle Date",
+    "Supplement Date",
+    "Supplement 2 Date",
+    "Maturity Date",
+    "Account Abbreviation",
+    "1st Leg Notional",
+    "Currency Code",
+    "1st Leg Rate",
+    "Initial Payment Currency",
+    "Initial Payment",
+    "Product Type",
+    "Transaction Type",
+    "Transaction Code",
+    "Independent Amount (%)",
+    "RED",
+    "Issuer Name",
+    "Entity Matrix",
+    "Definitions Type",
+    "Swaption Expiration Date",
+    "Strike Price",
+    "Swaption Settlement Type",
+    "Master Document Date",
+    "OptionBuySellIndicator",
+    "Clearing House",
+    "Protection",
+    "Swaption Quotation Rate Type",
+    "Effective Date",
+]