diff options
Diffstat (limited to 'python/headers')
| -rw-r--r-- | python/headers/bond_upload.py | 163 | ||||
| -rw-r--r-- | python/headers/globeop_upload.py | 269 | ||||
| -rw-r--r-- | python/headers/mtm_upload.py | 201 |
3 files changed, 633 insertions, 0 deletions
diff --git a/python/headers/bond_upload.py b/python/headers/bond_upload.py new file mode 100644 index 00000000..c6ca15f1 --- /dev/null +++ b/python/headers/bond_upload.py @@ -0,0 +1,163 @@ +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/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", +] diff --git a/python/headers/mtm_upload.py b/python/headers/mtm_upload.py new file mode 100644 index 00000000..d5619616 --- /dev/null +++ b/python/headers/mtm_upload.py @@ -0,0 +1,201 @@ +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", +] |