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-rw-r--r--python/mtm_upload.py33
1 files changed, 32 insertions, 1 deletions
diff --git a/python/mtm_upload.py b/python/mtm_upload.py
index 358a878d..ff7d003d 100644
--- a/python/mtm_upload.py
+++ b/python/mtm_upload.py
@@ -78,7 +78,38 @@ HEADERS = {
"Alternate Swap ID",
"Alternate Trade ID",
"Definitions Type",
- ]
+ ],
+ "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",
+ ],
}