1 files changed, 150 insertions, 0 deletions
diff --git a/python/headers.py b/python/headers.py
index 52277c25..a35a9aaa 100644
--- a/python/headers.py
+++ b/python/headers.py
@@ -379,6 +379,156 @@ HEADERS = {
     ],
 }
 
+MTM_HEADERS = {
+    "tranche": [
+        "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",
+        "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",
+        "Independent Amount (%)",
+        "Independent Amount ($)",
+        "RED",
+        "ISIN",
+        "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 Type",
+        "Restructuring Event",
+        "Include Contractual Supplement",
+        "Contractual Supplement",
+        "Supplement Date",
+        "Documentation Type",
+        "Matrix Date",
+        "Matrix Term",
+        "Calculation Agent Business Center",
+        "Calculation Agent",
+        "Strategy",
+        "First Payment Period",
+        "Accrual Start Date",
+        "TieOut Ineligible",
+        "Electronic Consent Ineligible",
+        "External OMS ID",
+        "Recovery Factor",
+        "Fixed Settlement",
+        "Quotation Style",
+        "Initial Points",
+        "Traded Rate/Price",
+        "Independent Amount Currency",
+        "Independent Amount Payer",
+        "Trade Revision",
+        "Alternate Swap ID",
+        "Alternate Trade ID",
+        "Sub Account Abbreviation",
+    ],
+}
+
 
 def get_headers(trade_type, fund):
     headers = HEADERS[trade_type]