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-rw-r--r--python/headers/globeop_upload.py148
1 files changed, 148 insertions, 0 deletions
diff --git a/python/headers/globeop_upload.py b/python/headers/globeop_upload.py
index 24808093..db5de036 100644
--- a/python/headers/globeop_upload.py
+++ b/python/headers/globeop_upload.py
@@ -119,3 +119,151 @@ globeop_TRS = [
"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",
+]