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-rw-r--r--python/headers/globeop_upload.py121
1 files changed, 121 insertions, 0 deletions
diff --git a/python/headers/globeop_upload.py b/python/headers/globeop_upload.py
new file mode 100644
index 00000000..24808093
--- /dev/null
+++ b/python/headers/globeop_upload.py
@@ -0,0 +1,121 @@
+globeop_TRS = [
+ "DealType",
+ "DealId",
+ "Action",
+ "Client",
+ "Reserved",
+ "Reserved",
+ "Strategy ",
+ "Custodian",
+ "CashAccount",
+ "Counterparty",
+ "Comments",
+ "State",
+ "TradeDate",
+ "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",
+]