diff options
Diffstat (limited to 'python/headers')
| -rw-r--r-- | python/headers/__init__.py | 0 | ||||
| -rw-r--r-- | python/headers/bond_upload.py | 163 | ||||
| -rw-r--r-- | python/headers/citco.py | 338 | ||||
| -rw-r--r-- | python/headers/globeop_upload.py | 269 | ||||
| -rw-r--r-- | python/headers/mtm_upload.py | 201 |
5 files changed, 0 insertions, 971 deletions
diff --git a/python/headers/__init__.py b/python/headers/__init__.py deleted file mode 100644 index e69de29b..00000000 --- a/python/headers/__init__.py +++ /dev/null diff --git a/python/headers/bond_upload.py b/python/headers/bond_upload.py deleted file mode 100644 index c6ca15f1..00000000 --- a/python/headers/bond_upload.py +++ /dev/null @@ -1,163 +0,0 @@ -bbh_bonds = [ - "Function of Instruction", - "Client Reference Number", - "Previous Reference Number", - "Account Number", - "Transaction Type", - "Place of Settlement/Country", - "Place of Safekeeping", - "Trade Date", - "Settlement Date", - "Security ID", - "Security Description", - "Unit / Original Face Amount", - "Currency", - "Unit Price Amount", - "Net Amount", - "Trading Broker Type/ID", - "Trading Broker Description", - "Beneficiary of Securities Account", - "Clearing Broker ID / Type", - "Clearing Broker Description", - "Clearing Agent Account", - "Stamp Duty Code", - "Stamp Duty Amount", - "Special Settlement Type", - "Special Indicator #1", - "Special Indicator #2", - "Registration Details", - "Special Instruction", - "Originator of Message", - "Current Face/Amortize Value", - "Principal Amount", - "Interest Amount", - "Other Fees Amount", - "Commission Amount", - "SEC Fees Amount", - "Transaction Tax Amount", - "Withholding Tax Amount", - "Exchange Rate", - "Resulting Currency", - "Resulting Amount", - "FX Currency", - "Pool Reference Number", - "Total Group Number", - "Trade Number", - "Repo Term Date (REPO only)", - "Repo Amount (REPO only)", - "Repo Reference Number (REPO only)", - "Repo Rate (REPO Only)", - "Ticker (CPF and CRF Only)", - "Strike Price (CPF and CRF Only)", - "Expiration Date (CPF and CRF Only)", - "Broker Number (CPF and CRF Only)", - "Broker Account (CPF and CRF Only)", - "Contract Size (Option Contract and Future Contract Only)", - "Place of Trade Narrative", - "Common Reference", - "Partial Settlement Allowed", - "Partial Settlement Tolerance", - "No Automatic Market Claim", - "Corporate Action Coupon Option", - "Triparty Collateral Segregation", - "FX Cancel - For CANC instructions only", - "Fund Accounting Only Trade (RPTO)", - "Custody Only Trade (NACT)", -] - -bbh_swap = [ - "Deal Type", - "Deal Id", - "Action", - "Client", - "Fund", - "Portfolio", - "Folder", - "Custodian", - "Cash Account", - "Counterparty", - "Comments", - "State", - "Trade Date", - "Reserved", - "Reserved", - "Reserved", - "Notional", - "PremiumSettlementDate", - "ExpirationDate", - "PremiumCurrency", - "PercentageOfPremium", - "ExerciseType", - "Reserved", - "SettlementMode", - "SettlementRate", - "Transaction Indicator", - "InitialMargin", - "InitialMarginPercentage", - "InitialMarginCurrency", - "ReceiveLegRateType", - "ReceiveFloatRate", - "ReceiveFirstCouponDate", - "ReceiveFirstCouponRate", - "ReceiveFixedRate", - "ReceiveDaycount", - "ReceiveFrequency", - "ReceivePaymentRollConvention", - "ReceiveEffectiveDate", - "ReceiveMaturityDate", - "ReceiveNotional", - "ReceiveArrears", - "ReceiveAdjusted", - "ReceiveCompound", - "ReceiveCurrency", - "PayLegRateType", - "PayFloatRate", - "PayFirstCouponDate", - "PayFirstCouponRate", - "PayFixedRate", - "PayDaycount", - "PayFrequency", - "PayPaymentRollConvention", - "PayEffectiveDate", - "PayMaturityDate", - "PayNotional", - "PayArrears", - "PayAdjusted", - "PayCompound", - "PayCurrency", - "RegenerateCashFlow", - "GiveUpBroker", - "ClientReference", - "ReceiveDiscountCurve", - "ReceiveForwardCurve", - "PayDiscountCurve", - "PayForwardCurve", - "ReceiveFixingFrequency", - "ReceiveInterestCalcMethod", - "ReceiveCompoundAverageFrequency", - "PayFixingFrequency", - "PayInterestCalcMethod", - "PayCompoundAverageFrequency", - "SwapType", - "AttachmentPoint", - "ExhaustionPoint", - "UnderlyingInstrument", - "AssociatedDealType", - "AssociatedDealId", - "CounterpartyReference", - "PremiumSettlementCurrency", - "PremiumSettlementAmount", - "ReceiveIMM Period", - "PayIMMPeriod", - "Reserved", - "ClearingFacility", - "Strike", - "CcpTradeRef", - "BreakClauseFrequency", - "BlockId", - "BlockAmount", - "Cross Currency Premium Payment", - "Premium Payment Amount", - "Netting Id", - "BreakClauseDate", -] diff --git a/python/headers/citco.py b/python/headers/citco.py deleted file mode 100644 index b836787b..00000000 --- a/python/headers/citco.py +++ /dev/null @@ -1,338 +0,0 @@ -GTL = [ - "OrdStatus", - "ExecTransType", - "ClientOrderID", - "Fill ID", - "ID of Order Or Fill for Action", - "LotNumber", - "Symbol", - "SecurityType", - "Security Currency", - "Security Description", - "BuySellShortCover", - "OpenClose", - "IDSource", - "SecurityID", - "ISIN", - "CUSIP", - "SEDOL", - "Bloomberg", - "CINS", - "WhenIssued", - "IssueDate", - "Maturity Date", - "Coupon %", - "ExecutionInterestDays", - "AccruedInterest", - "FaceValue", - "RollableType", - "Repo Currency", - "Day Count Fraction / Repo Calendar", - "RepoLoanAmount", - "Trader", - "OrderQty", - "FillQty", - "CumQty", - "HairCut", - "Avg Price", - "FillPrice", - "TradeDate", - "TradeTime", - "OrigDate", - "Unused", - "SettlementDate", - "Executing User", - "Comment", - "Account", - "Fund", - "SubFund", - "AllocationCode", - "StrategyCode", - "Execution Broker", - "Clearing Agent", - "ContractSize", - "Commission", - "FX Rate", - "FWD FX points", - "Fee", - "CurrencyTraded", - "SettleCurrency", - "FX/BASE rate", - "BASE/FX rate", - "StrikePrice", - "PutOrCall", - "Derivative Expiry", - "SubStrategy", - "OrderGroup", - "RepoPenalty", - "CommissionTurn", - "AllocRule", - "PaymentFreq", - "RateSource", - "Spread", - "CurrentFace", - "CurrentPrincipalFactor", - "AccrualFactor", - "Tax Rate", - "Expenses", - "Fees", - "PostCommAndFeesOnInit", - "Implied Commission Flag", - "Transaction Type", - "Master Confrim Type", - "Matrix Term", - "EMInternalSeqNo.", - "ObjectivePrice", - "MarketPrice", - "Stop Price", - "NetConsdieration", - "Fixing Date", - "Delivery Instructions", - "Force Match ID", - "Force Match Type", - "Force Match Notes", - "Commission Rate for Allocation", - "Commission Amount for Fill", - "Expense Amount for Fill", - "Fee Amount for Fill", - "Standard Strategy", - "Strategy Link Name", - "Strategy Group", - "Fill FX Settle Amount", - "Reserved", - "Reserved", - "Deal Attributes", - "Finance Leg", - "Performance Leg", - "Attributes", - "Deal Symbol", - "Initial margin type ", - "Initial Margin Amount", - "Initial margin CCY ", - "Confirm Status", - "Counterparty", - "Trader Notes", - "Convert Priceto Settle Ccy", - "Bond Coupon Type", - "Generic Fees Enabled", - "Generic Fees Listing", - "Order Level Attributes", - "Settling/Sub", - "Confirmation Time", - "Confirmation Means", - "Payment Date", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", -] -GIL = [ - "Command", - "Group_Id", - "Unique Identifier", - "Instrument Type", - "Underlying ID Source", - "Underlying Security Id", - "Underlying ISIN", - "Underlying CUSIP", - "Underlying SEDOL", - "Underlying Bloomberg Code", - "Underlying CINS", - "Underlying RIC", - "Underlying CDS", - "Underlying CDSDN", - "Underlying User ID", - "Underlying TID", - "Symbol", - "(BLANK)", - "Birth)date", - "Death_date", - "Active", - "(Blank)", - "(Blank)", - "(Blank)", - "Sec_Desc", - "(Blank)", - "LocalCcy", - "Country", - "SettleCal", - "(Blank)", - "Tick Size", - "MarketID", - "Price Base", - "Price Factor", - "FixRate", - "ResetFreq", - "(Blank)", - "(Blank)", - "1st Cpn Date", - "Last Cpn Date", - "Coupon Rate", - "Cash Flow Freq_Id", - "SettleDays", - "DayCount_ID", - "AccruMethodID", - "AccruStartDate", - "IssueAmount", - "CreditEvent", - "Counter Party", - "Ctpy Abbrev", - "Tier", - "Ctpy Country", - "Ctpy Country", - "Ctpy moody", - "Bond Class", - "Bond Type", - "Seris Code", - "(Blank)", - "Rate Set Date", - "General Direction", - "Principal Exch TypeID", - "S_P_PaymentFreqID", - "S_P_Currency Code", - "S_P_RateIndexID", - "S_P_AccrualMethodID", - "S_P_Interest Rate", - "S_P_Payment Calandar", - "S_P_Day Convention", - "S_P_ResetFreqID", - "S_P_Notional Amt", - "S_P_ResetCalandarID", - "S_P_RateSourceID", - "S_P_InitialResetRate", - "(Blank)", - "(Blank)", - "(Blank)", - "(Blank)", - "S_R_PaymentFreqID", - "S_R_CurrencyCode", - "S_R_RateIndexID", - "S_R_AccrualMethondID", - "S_R_Interest Rate", - "S_R_PaymentCalandarID", - "S_R_DayConventionID", - "S_R_ResetFreqID", - "S_R_NotionalAmount", - "S_R_ResetCalandarID", - "S_R_RateSource", - "S_R_InitialReset Rate", - "(Blank)", - "(Blank)", - "(Blank)", - "(Blank)", - "Other Code 1", - "Other Code 1-Value", - "Other Code2", - "Other Code 2-Value", - "Attribute 1", - "Attribute 1-Value", - "Attribute 1-Type", - "Attribute 2", - "Attribute 2-Value", - "Attribute 2-Type", - "Attribute 3", - "Attribute 3-Value", - "Attribute 3-Type", - "Attribute 4", - "Attribute 4-Value", - "Attribute 4-Type", - "Attribute 5", - "Attribute 5-Value", - "Attribute 5-Type", - "(Blank)", - "Option Type", - "Strike Month", - "Strike Price", - "Expiration Date", - "Put/Call Flag", - "Contract Size", - "Cash Rebate", - "Barrier 1", - "Barrier 2", - "Notes", - "(Blank)", - "Delivery Period Type", - "Delivery Period", - "Delivery Abbrev", - "Days Delay", - "Current Principal Factor", - "Accrual Factor", - "(Blank)", - "Odd_First_Coupon", - "Odd_Last_Coupon", - "Accrual_Startdate", - "Accrual_Enddate", - "Balloon_Payment", - "Compound_Method", - "Scale_Factor", - "CDS_Subtype_ID", - "Recovery_Rate", - "Attachment_Points", - "Detachment_Points", - "(Blank)", - "Spread_Bps", - "Rate_Change_Fre", - "Spread_Start_Date", - "Rate_Source_Id", - "OTC_Floating Rate_Flag", - "VAR_Start_Date", - "Future Name", - "Last Trade Date", - "L Code", - "Current Start Date", - "Spot Limit Date", - "First Notice Date", - "Last Notice Date", - "CTD TID", - "CTD Conv. Factor", - "Roll Date", - "ValueDate1", - "EndDate1", - "ValueDate2", - "EndDate2", - "ValueDate3", - "EndDate3", - "ValueDate4", - "EndDate4", - "ValueDate5", - "EndDate5", - "Foreign Flag", - "Restricted Flag", - "Par Value", - "Shares Outstanding", - "Industry_SIC_ID", - "GICS Level 3 ID", - "Inflation Index Flag", - "Linear Accrual Calc Flag", - "Expiration Time", - "Expiration Time Zone Id", - "Swap Start Date", - "Exp Value Date Time Component", - "Basket Type ID", - "Basket Link Amount 2 ", - "Basket Link Percent 2 ", - "Basket Link TID 3", - "Basket Link Amount 3", - "Basket Link Percent 3", - "Basket Link From Date", - "Basket Link To Date", - "Basket Link Comments ", - "Barrier Option Window 1 ", - "Barrier Option Window 2", -] diff --git a/python/headers/globeop_upload.py b/python/headers/globeop_upload.py deleted file mode 100644 index db5de036..00000000 --- a/python/headers/globeop_upload.py +++ /dev/null @@ -1,269 +0,0 @@ -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", -] diff --git a/python/headers/mtm_upload.py b/python/headers/mtm_upload.py deleted file mode 100644 index d5619616..00000000 --- a/python/headers/mtm_upload.py +++ /dev/null @@ -1,201 +0,0 @@ -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", -] - -mtm_cds = [ - "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", - "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", - "Independent Amount (%)", - "Independent Amount ($)", - "RED", - "Issuer Name", - "Settlement Amount", - "Trader", - "Executing Broker", - "Dealer Trade ID", - "Notes", - "Parent Transaction Code", - "Parent Trade Date", - "Parent Notional", - "Parent Currency Code", - "Parent Net Amount", - "Parent Effective Date", - "Parent First Payment Date", - "Parent Settle Date", - "ComplianceHubAction", - "DTCC Ineligible", - "Master Document Date", - "Master Document Version", - "Include Contractual Supplement", - "Contractual Supplement", - "Supplement Date", - "Entity Matrix", - "Entity Matrix Date", - "Modified Equity Delivery", - "Calculation Agent Business Center", - "Calculation Agent", - "Attachment Point", - "Exhaustion Point", - "Strategy", - "First Payment Period Accrual Start Date", - "TieOut Ineligible", - "Electronic Consent Ineligible", - "External OMS ID", - "Independent Amount Currency", - "Independent Amount Payer", - "Trade Revision", - "Alternate Swap ID", - "Alternate Trade ID", - "Definitions Type", -] -mtm_trs = [ - "Swap ID ", - "Allocation ID", - "Description ", - "Broker Id ", - "DTCC CounterParty ID", - "Trade ID ", - "Trade Date ", - "Effective Date", - "Settle Date", - "Maturity Date ", - "Account Abbreviation ", - "1st Leg Notional", - "Currency Code ", - "Initial Payment", - "Initial Payment Currency", - "Original Issue Date", - "Interest Payment Method Description", - "Product Type ", - "Product Sub Type", - "Transaction Type ", - "Protection", - "Transaction Code", - "Remaining Party ", - "DTCC Remaining CounterParty ID", - "Independent Amount (%)", - "Independent Amount ($)", - "RED", - "Issuer Name", - "Settlement Amount", - "Trader", - "Dealer Trade ID", - "Notes", - "Parent Transaction Code", - "Parent Trade Date", - "Parent Notional", - "Parent Currency Code", - "Parent Net Amount", - "Parent Effective Date", - "Parent First Payment Date", - "Parent Settle Date", - "ComplianceHubAction", - "DTCC Ineligible", - "Master Document Date", - "Master Document Type", - "Master Document Version", - "", - "", - "Annex Date", - "Supplement Date", - "Documentation Type", - "Calculation Agent Business Center", - "", - "Strategy", - "Electronic Consent Ineligible", - "External OMS ID", - "Traded Rate/Price", - "Independent Amount Currency", - "Independent Amount Payer", - "Trade Revision", - "Alternate Swap ID", - "Alternate Trade ID", - "Definitions Type", - "Initial Fixing Amount", - "2nd Leg Index", - "2nd Leg Spread", - "2nd Leg Initial Floating Rate", -] |