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-rw-r--r--python/ops/headers.py935
1 files changed, 0 insertions, 935 deletions
diff --git a/python/ops/headers.py b/python/ops/headers.py
deleted file mode 100644
index 5b1d54b6..00000000
--- a/python/ops/headers.py
+++ /dev/null
@@ -1,935 +0,0 @@
-from enum import Enum
-
-
-class DealType(Enum):
- Bond = "BOND"
- CDS = "CDX"
- Swaption = "SWAPTION"
- Termination = "TERM"
- Spot = "SPOT"
- FxSwap = "FXSWAP"
- Fx = "FX"
- TRS = "TRS"
- IRS = "IRS"
- TrancheProduct = "TRANCHEPRODUCT"
- SwaptionProduct = "SWAPTIONPRODUCT"
- IRSProduct = "IRSPRODUCT"
- TRSProduct = "TRSPRODUCT"
-
-
-HEADERS_PRE = [
- "Deal Type",
- "Deal Id",
- "Action",
- "Client",
- "Fund",
- "Portfolio",
- "Folder",
- "Custodian",
- "Cash Account",
- "Counterparty",
- "Comments",
- "State",
- "Trade Date",
-]
-
-HEADERS = {
- "bond": HEADERS_PRE
- + [
- "Settlement Date",
- "BrokerShortName",
- "GlopeOp Security Identifier",
- "CUSIP",
- "ISIN",
- "Sedol",
- "Reserved",
- "Reserved",
- "Security Description",
- "Transaction Indicator",
- "SubTransaction Indicator",
- "Quantity",
- "Price",
- "Commission",
- "Tax",
- "BlockId",
- "BlockAmount",
- "Reserved",
- "Reserved",
- "Accrued",
- "ClearingMode",
- "FaceAmount",
- "Reserved",
- "SettlementCurrency",
- "Reserved",
- "CrossCurrencyRate",
- "ClientReference",
- "Reserved",
- "SettlementAmount",
- "Yield",
- "TradeDateTimeStamp",
- "CpiRefRatio",
- "SettlementCurrencyHedge",
- "TradeDateFx",
- ],
- "cds": HEADERS_PRE
- + [
- "Reserved",
- "Reserved",
- "EffectiveDate",
- "MaturityDate",
- "Currency",
- "Notional",
- "FixedRate",
- "PaymentRollDateConvention",
- "DayCount",
- "PaymentFrequency",
- "FirstCouponRate",
- "FirstCouponDate",
- "ResetLag",
- "Liquidation",
- "LiquidationDate",
- "Protection",
- "UnderlyingSecurityId",
- "UnderlyingSecurityDescription",
- "CreditSpreadCurve",
- "CreditEvents",
- "RecoveryRate",
- "Settlement",
- "InitialMargin",
- "InitialMarginPercentage",
- "InitialMarginCurrency",
- "DiscountCurve",
- "ClientReference",
- "UpfrontFee",
- "UpfrontFeePayDate",
- "RegenerateCashFlow",
- "UpfrontFeeComment",
- "Executing Broker",
- "SwapType",
- "OnPrice",
- "OffPrice",
- "AttachmentPoint",
- "ExhaustionPoint",
- "Fees",
- "Fee Payment Dates",
- "Fee Comments",
- "Credit Event Occurred",
- "Calendar",
- "Clearing Facility",
- "Adjusted",
- "CcpTradeRef",
- "BlockId",
- "BlockAmount",
- "NettingId",
- "AnnouncementDate",
- "ExecTS",
- "DefaultProbability",
- "ClientMargin",
- "Factor",
- "ISDADefinition",
- ],
- "swaption": HEADERS_PRE
- + [
- "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",
- ],
- "future": HEADERS_PRE
- + [
- "Settlement Date",
- "Reserved",
- "GlopeOp Security Identifier",
- "Reserved",
- "Reserved",
- "Reserved",
- "Bloomberg Ticker",
- "RIC",
- "Security Description",
- "Transaction Indicator",
- "SubTransaction Indicator",
- "Quantity",
- "Price",
- "Commission",
- "Tax",
- "VAT",
- "Trade Currency",
- "Reserved",
- "Reserved",
- "Broker Short Name",
- "MaturityDate",
- "Exchange",
- "Client Reference",
- "Swap Type",
- "Initial Margin",
- "Initial Margin Currency",
- "Future Event",
- "Commission Entries",
- "BlockId",
- "Block Amount",
- ],
- "wire": HEADERS_PRE
- + [
- "Settlement Date",
- "Reserved",
- "Reserved",
- "Currency",
- "Amount",
- "Associated Deal Type",
- "Associated Deal Id",
- "Transaction Type",
- "Instrument Type",
- "Yield",
- "Client Reference",
- "ClearingFacility",
- "Deal Function",
- "Reset Price",
- "Reset Date",
- "Ccp Trade Ref",
- "Margin Type",
- "Block Id",
- "Block Amount",
- ],
- "spot": HEADERS_PRE
- + [
- "Settlement Date",
- "Dealt Currency",
- "Spot Rate",
- "Forward Rate",
- "Buy Currency",
- "Buy Amount",
- "Sell Currency",
- "Sell Amount",
- "ClearingFees",
- "BlockId",
- "BlockAmount",
- "Commission Currency",
- "Commission",
- "Reserved",
- "AssociatedDealType",
- "AssociatedDealId",
- "BrokerShortName",
- "ClientReference",
- ],
- "fx_swap": HEADERS_PRE
- + [
- "Reserved",
- "Dealt Currency",
- "Currency Pair",
- "Near Side Currency Rate",
- "Near Side Settlement Date",
- "Near Side Buy Currency",
- "Near Side Buy Amount",
- "Near Side Sell Currency",
- "Near Side Sell Amount",
- "Reserved",
- "Far Side Rate",
- "Far Side Settlement Date",
- "Far Side Point",
- "Far Side Buy Currency",
- "Far Side Buy Amount",
- "Far Side Sell Currency",
- "Far Side Sell Amount",
- "Client Reference",
- "BrokerShortName",
- "CcpTradeRef",
- "BlockId",
- "BlockAmount",
- ],
- "repo": HEADERS_PRE
- + [
- "Settlement Date",
- "Broker",
- "GlopeOp Security Identifier",
- "CUSIP",
- "ISIN",
- "Sedol",
- "Reserved",
- "Reserved",
- "Security Description",
- "TransactionIndicator",
- "CurrentFactor",
- "Quantity",
- "Price",
- "Reserved",
- "Reserved",
- "Reserved",
- "Currency",
- "ExchangeRate",
- "Comments",
- "Reserved",
- "ExpirationDate",
- "Reserved",
- "WeightedAmount",
- "InterestCalcMethod",
- "DirtyPrice",
- "Haircut",
- "RepoRate",
- "OpenRepo",
- "CallNotice",
- "FaceAmount",
- "AccruedInterest",
- "Yield",
- "CouponTo",
- "DayCount",
- "ClearingMode",
- "SecurityType",
- "BrokerShortName",
- "ClientReference",
- "DateTimeStamp",
- ],
- "capfloor": HEADERS_PRE
- + [
- "Reserved",
- "Reserved",
- "FloatingRateIndex",
- "FloatingRateIndexDescription",
- "TransactionIndicator",
- "Reserved",
- "CapOrFloor",
- "Notional",
- "Strike",
- "ValueDate",
- "ExpirationDate",
- "PremiumPercent",
- "PremiumDate",
- "PricingType",
- "PaymentFrequency",
- "FixingFrequency",
- "DayCountConvention",
- "PaymentBDC",
- "Reserved",
- "PaymentAtBeginningOrEnd",
- "Commission",
- "FirstCouponDate",
- "InitialMargin",
- "InitialMarginPercent",
- "InitialMarginCurrency",
- "Reserved",
- "Reserved",
- "Reserved",
- "ResetLag",
- "Adjusted",
- "CashType",
- "BinaryFixedAmount",
- "BarrierPaymentAt",
- "KnockPeriod",
- "UpperBarrier",
- "LowerBarrier",
- "RebateUp",
- "RebateDown",
- "RebateSettlementLag",
- "ClientReference",
- "BrokerShortName",
- "CptyReference",
- "SwapType",
- "ClearingFacility",
- "CcpTradeRef",
- "BlockId",
- "BlockAmount",
- "Netting Id",
- "TradeDateTimeStamp",
- "AccrualBDC",
- "MaturityBDC",
- "RollConvention",
- "Calendar",
- "Arrears",
- "PaymentLag",
- "Reserved1",
- "InflationLag",
- "InflationReference",
- "SettlementCurrency",
- "Collateralized",
- "TradeDateFX",
- ],
- "termination": [
- "DealType",
- "DealId",
- "Action",
- "Client",
- "SubAction",
- "PartialTermination",
- "TerminationAmount",
- "TerminationDate",
- "FeesPaid",
- "FeesReceived",
- "DealFunction",
- "Reserved",
- "ClientReference",
- "TradeDate",
- "EffectiveDate",
- "FirstCouponDate",
- "FeePaymentDate",
- "SpecialInstructions",
- "AssignedCounterparty",
- "AssignmentFee",
- "AssignedFeeTradeDate",
- "AssignedFeeValueDate",
- "AssignedCustodian",
- "AssignedCashAccount",
- "Reserved",
- "FeeCurrency",
- "GoTradeId",
- "FeeComments",
- "ZeroOutInterestCashFlows",
- "Reserved",
- "Reserved",
- "Reserved",
- "Reserved",
- "Reserved",
- "Reserved",
- "Reserved",
- "InitialMargin",
- "InitialMarginCurrency",
- ],
- "trs": HEADERS_PRE
- + [
- "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",
- ],
- "irs": HEADERS_PRE
- + [
- "Reserved",
- "Reserved",
- "ReceiveLegRateType",
- "ReceiveFloatRate",
- "ReceiveFirstCouponDate",
- "ReceiveFirstCouponRate",
- "ReceiveFixedRate",
- "ReceiveDaycount",
- "ReceiveFrequency",
- "ReceivePaymentBDC",
- "ReceiveEffectiveDate",
- "ReceiveMaturityDate",
- "ReceiveNotional",
- "ReceiveResetArrears",
- "Reserved",
- "Reserved",
- "ReceiveCurrency",
- "Reserved",
- "PayLegRateType",
- "PayFloatRate",
- "PayFirstCouponDate",
- "PayFirstCouponRate",
- "PayFixedRate",
- "PayDaycount",
- "PayFrequency",
- "PayPaymentBDC",
- "PayEffectiveDate",
- "PayMaturityDate",
- "PayNotional",
- "PayResetArrears",
- "Reserved",
- "Reserved",
- "PayCurrency",
- "Reserved",
- "InitialMargin",
- "InitialMarginPercentage",
- "InitialMarginCurrency",
- "CalendarPay",
- "CalendarReceive",
- "Reserved",
- "ReceiveSpread",
- "ReceiveFixingFrequency",
- "ReceiveInterestCalcMethod",
- "Reserved",
- "PaySpread",
- "PayFixingFrequency",
- "PayInterestCalcMethod",
- "Reserved",
- "GiveUpCounterparty",
- "ReceiveStubLocation",
- "ReceiveBeginFloatRate1",
- "ReceiveBeginFloatRate2",
- "ReceiveEndFloatRate1",
- "ReceiveEndFloatRate2",
- "PayStubLocation",
- "PayBeginFloatRate1",
- "PayBeginFloatRate2",
- "PayEndFloatRate1",
- "PayEndFloatRate2",
- "Reserved",
- "Reserved",
- "SwapType",
- "Reserved",
- "ClientReference",
- "Reserved",
- "Reserved",
- "Reserved",
- "Reserved",
- "Reserved",
- "Reserved",
- "ReceiveResetLag",
- "PayResetLag",
- "ReceiveExchangeAmount",
- "PayExchangeAmount",
- "AssociatedDealType",
- "AssociatedDealId",
- "ClearingFacility",
- "CcpTradeRef",
- "BreakClauseFrequency",
- "BlockId",
- "BlockAmount",
- "UpfrontFee",
- "UpfrontFeePaydate",
- "UpFrontFeeComments",
- "UpfrontFeeCurrency ",
- "Netting Id",
- "BreakClauseDate",
- "CashFlowStubType",
- "IndexLevel",
- "ExecutionDateTimeStamp",
- "ReceivePaymentLag",
- "PayPaymentLag",
- "ReceiveRateMultiplier",
- "PayRateMultiplier",
- "ReceiveRateCap",
- "PayRateCap",
- "ReceiveRateFloor",
- "PayRateFloor",
- "ReceiveRollConvention",
- "PayRollConvention",
- "ReceiveAccrualBDC",
- "PayAccrualBDC",
- "ReceiveMaturityBDC",
- "PayMaturityBDC",
- "ReceivePaymentAt",
- "PayPaymentAt",
- "ReceiveClientMargin",
- "PayClientMargin",
- "Reserved1",
- "ReceiveRateCutOff",
- "PayRateCutOff",
- "InflationLag",
- "InflationReference",
- "ReceiveSettlementCurrency",
- "PaySettlementCurrency",
- "CounterpartyReference",
- "ReceiveInflationReference",
- "PayInflationReference",
- "Collateralized",
- "InitialFXRate",
- "TradeDateFX",
- ],
- "iam": HEADERS_PRE
- + [
- "SettlementDate",
- "Reserved",
- "InstrumentType",
- "ExpirationDate",
- "CallNoticeIndicator",
- "TransactionIndicator",
- "StartMoney",
- "Currency",
- "Rate",
- "Commission",
- "DealFunction",
- "FromAccount",
- "ClientReference",
- "Basis",
- "MarginType",
- "ClearingFacility" "CcpTradeRef",
- "BlockId",
- "BlockAmount",
- "ExecutionDateTimeStamp",
- "Collateralized",
- "TradeDateFX",
- ],
-}
-
-MTM_HEADERS = {
- "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",
- ],
- "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",
- ],
- "termination": [
- "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",
- ],
- "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",
- ],
-}
-
-
-def get_headers(trade_type, fund):
- headers = HEADERS[trade_type]
- if fund == "BOWDST":
- if trade_type == "bond":
- return headers + ["PrincipalPayment", "AccruedPayment", "CurrentFace"]
- elif trade_type == "swaption":
- return headers + ["OptionType"]
- else:
- return headers
- else:
- return headers