1 files changed, 1 insertions, 277 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
index 79ff271f..a67bab9a 100644
--- a/python/process_queue.py
+++ b/python/process_queue.py
@@ -30,283 +30,7 @@ from pyisda.date import previous_twentieth
 from typing import Literal, Tuple, Union
 from quantlib.time.api import pydate_from_qldate, UnitedStates, Days, Date
 from tabulate import tabulate
-
-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",
-        "Reserved",
-        "GlopeOp Security Identifier",
-        "CUSIP",
-        "ISIN",
-        "Reserved",
-        "Reserved",
-        "Reserved",
-        "Security Description",
-        "Transaction Indicator",
-        "SubTransaction Indicator",
-        "Accrued",
-        "Price",
-        "BlockId",
-        "BlockAmount",
-        "Reserved",
-        "Reserved",
-        "Reserved",
-        "Reserved",
-        "ClientReference",
-        "ClearingMode",
-        "FaceAmount",
-        "Pool Factor",
-        "FactorAsOfDate",
-        "Delivery",
-    ],
-    "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",
-        "Reserved",
-        "Buy Currency",
-        "Buy Amount",
-        "Sell Currency",
-        "Sell Amount",
-        "ClearingFees",
-        "BlockId",
-        "BlockAmount",
-        "Commission Currency",
-        "Commission",
-        "Reserved",
-        "AssociatedDealType",
-        "AssociatedDealId",
-        "BrokerShortName",
-        "ClientReference",
-    ],
-}
-
-
-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
+from headers import get_headers
 
 
 def get_effective_date(d, swaption_type):