aboutsummaryrefslogtreecommitdiffstats
path: root/python
diff options
context:
space:
mode:
Diffstat (limited to 'python')
-rw-r--r--python/csv_headers/__init__.py0
-rw-r--r--python/csv_headers/bond_upload.py164
-rw-r--r--python/csv_headers/citco.py338
-rw-r--r--python/csv_headers/globeop_upload.py780
-rw-r--r--python/csv_headers/irs.py136
-rw-r--r--python/csv_headers/mtm_upload.py201
-rw-r--r--python/csv_headers/test.py136
-rw-r--r--python/innocap_file_transfer.py2
8 files changed, 1 insertions, 1756 deletions
diff --git a/python/csv_headers/__init__.py b/python/csv_headers/__init__.py
deleted file mode 100644
index e69de29b..00000000
--- a/python/csv_headers/__init__.py
+++ /dev/null
diff --git a/python/csv_headers/bond_upload.py b/python/csv_headers/bond_upload.py
deleted file mode 100644
index db1eb066..00000000
--- a/python/csv_headers/bond_upload.py
+++ /dev/null
@@ -1,164 +0,0 @@
-BBH_BONDS = [
- "Function of Instruction",
- "Client Reference Number",
- "Previous Reference Number",
- "Account Number",
- "Transaction Type",
- "Place of Settlement/Country",
- "Place of Safekeeping",
- "Trade Date",
- "Settlement Date",
- "Security ID",
- "Security Description",
- "Unit / Original Face Amount",
- "Currency",
- "Unit Price Amount",
- "Net Amount",
- "Trading Broker Type/ID",
- "Trading Broker Description",
- "Beneficiary of Securities Account",
- "Clearing Broker ID / Type",
- "Clearing Broker Description",
- "Clearing Agent Account",
- "Stamp Duty Code",
- "Stamp Duty Amount",
- "Special Settlement Type",
- "Special Indicator #1",
- "Special Indicator #2",
- "Registration Details",
- "Special Instruction",
- "Originator of Message",
- "Current Face/Amortize Value",
- "Principal Amount",
- "Interest Amount",
- "Other Fees Amount",
- "Commission Amount",
- "SEC Fees Amount",
- "Transaction Tax Amount",
- "Withholding Tax Amount",
- "Exchange Rate",
- "Resulting Currency",
- "Resulting Amount",
- "FX Currency",
- "Pool Reference Number",
- "Total Group Number",
- "Trade Number",
- "Repo Term Date (REPO only)",
- "Repo Amount (REPO only)",
- "Repo Reference Number (REPO only)",
- "Repo Rate (REPO Only)",
- "Ticker (CPF and CRF Only)",
- "Strike Price (CPF and CRF Only)",
- "Expiration Date (CPF and CRF Only)",
- "Broker Number (CPF and CRF Only)",
- "Broker Account (CPF and CRF Only)",
- "Contract Size (Option Contract and Future Contract Only)",
- "Place of Trade Narrative",
- "Common Reference",
- "Partial Settlement Allowed",
- "Partial Settlement Tolerance",
- "No Automatic Market Claim",
- "Corporate Action Coupon Option",
- "Triparty Collateral Segregation",
- "FX Cancel - For CANC instructions only",
- "Fund Accounting Only Trade (RPTO)",
- "Custody Only Trade (NACT)",
- "Research Fee (RSCH)",
-]
-
-bbh_swap = [
- "Deal Type",
- "Deal Id",
- "Action",
- "Client",
- "Fund",
- "Portfolio",
- "Folder",
- "Custodian",
- "Cash Account",
- "Counterparty",
- "Comments",
- "State",
- "Trade Date",
- "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",
-]
diff --git a/python/csv_headers/citco.py b/python/csv_headers/citco.py
deleted file mode 100644
index 689472a1..00000000
--- a/python/csv_headers/citco.py
+++ /dev/null
@@ -1,338 +0,0 @@
-GTL = [
- "OrdStatus",
- "ExecTransType",
- "ClientOrderID",
- "FillID",
- "IDofOrderOrFillforAction",
- "LotNumber",
- "Symbol",
- "SecurityType",
- "SecurityCurrency",
- "SecurityDescription",
- "BuySellShortCover",
- "OpenClose",
- "IDSource",
- "SecurityID",
- "ISIN",
- "CUSIP",
- "SEDOL",
- "Bloomberg",
- "CINS",
- "WhenIssued",
- "IssueDate",
- "MaturityDate",
- "Coupon%",
- "ExecutionInterestDays",
- "AccruedInterest",
- "FaceValue",
- "RollableType",
- "RepoCurrency",
- "DayCountFraction/RepoCalendar",
- "RepoLoanAmount",
- "Trader",
- "OrderQty",
- "FillQty",
- "CumQty",
- "HairCut",
- "AvgPrice",
- "FillPrice",
- "TradeDate",
- "TradeTime",
- "OrigDate",
- "Unused",
- "SettlementDate",
- "ExecutingUser",
- "Comment",
- "Account",
- "Fund",
- "SubFund",
- "AllocationCode",
- "StrategyCode",
- "ExecutionBroker",
- "ClearingAgent",
- "ContractSize",
- "Commission",
- "FXRate",
- "FWDFXpoints",
- "Fee",
- "CurrencyTraded",
- "SettleCurrency",
- "FX/BASErate",
- "BASE/FXrate",
- "StrikePrice",
- "PutOrCall",
- "DerivativeExpiry",
- "SubStrategy",
- "OrderGroup",
- "RepoPenalty",
- "CommissionTurn",
- "AllocRule",
- "PaymentFreq",
- "RateSource",
- "Spread",
- "CurrentFace",
- "CurrentPrincipalFactor",
- "AccrualFactor",
- "TaxRate",
- "Expenses",
- "Fees",
- "PostCommAndFeesOnInit",
- "ImpliedCommissionFlag",
- "TransactionType",
- "MasterConfrimType",
- "MatrixTerm",
- "EMInternalSeqNo.",
- "ObjectivePrice",
- "MarketPrice",
- "StopPrice",
- "NetConsdieration",
- "FixingDate",
- "DeliveryInstructions",
- "ForceMatchID",
- "ForceMatchType",
- "ForceMatchNotes",
- "CommissionRateforAllocation",
- "CommissionAmountforFill",
- "ExpenseAmountforFill",
- "FeeAmountforFill",
- "StandardStrategy",
- "StrategyLinkName",
- "StrategyGroup",
- "FillFXSettleAmount",
- "Reserved",
- "Reserved",
- "DealAttributes",
- "FinanceLeg",
- "PerformanceLeg",
- "Attributes",
- "DealSymbol",
- "Initialmargintype",
- "InitialMarginAmount",
- "InitialmarginCCY",
- "ConfirmStatus",
- "Counterparty",
- "TraderNotes",
- "ConvertPricetoSettleCcy",
- "BondCouponType",
- "GenericFeesEnabled",
- "GenericFeesListing",
- "OrderLevelAttributes",
- "Settling/Sub",
- "ConfirmationTime",
- "ConfirmationMeans",
- "PaymentDate",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
- "",
-]
-GIL = [
- "Command",
- "Group_Id",
- "UniqueIdentifier",
- "InstrumentType",
- "UnderlyingIDSource",
- "UnderlyingSecurityId",
- "UnderlyingISIN",
- "UnderlyingCUSIP",
- "UnderlyingSEDOL",
- "UnderlyingBloombergCode",
- "UnderlyingCINS",
- "UnderlyingRIC",
- "UnderlyingCDS",
- "UnderlyingCDSDN",
- "UnderlyingUserID",
- "UnderlyingTID",
- "Symbol",
- "(BLANK)",
- "Birth_date",
- "Death_date",
- "Active",
- "(Blank)",
- "(Blank)",
- "(Blank)",
- "Sec_Desc",
- "(Blank)",
- "LocalCcy",
- "Country",
- "SettleCal",
- "(Blank)",
- "TickSize",
- "MarketID",
- "PriceBase",
- "PriceFactor",
- "FixRate",
- "ResetFreq",
- "(Blank)",
- "(Blank)",
- "1stCpnDate",
- "LastCpnDate",
- "CouponRate",
- "CashFlowFreq_Id",
- "SettleDays",
- "DayCount_ID",
- "AccruMethodID",
- "AccruStartDate",
- "IssueAmount",
- "CreditEvent",
- "CounterParty",
- "CtpyAbbrev",
- "Tier",
- "CtpyCountry",
- "CtpyCountry",
- "Ctpymoody",
- "BondClass",
- "BondType",
- "SerisCode",
- "(Blank)",
- "RateSetDate",
- "GeneralDirection",
- "PrincipalExchTypeID",
- "S_P_PaymentFreqID",
- "S_P_CurrencyCode",
- "S_P_RateIndexID",
- "S_P_AccrualMethodID",
- "S_P_InterestRate",
- "S_P_PaymentCalandarID",
- "S_P_DayConventionID",
- "S_P_ResetFreqID",
- "S_P_NotionalAmt",
- "S_P_ResetCalandarID",
- "S_P_RateSourceID",
- "S_P_InitialResetRate",
- "(Blank)",
- "(Blank)",
- "(Blank)",
- "(Blank)",
- "S_R_PaymentFreqID",
- "S_R_CurrencyCode",
- "S_R_RateIndexID",
- "S_R_AccrualMethodID",
- "S_R_InterestRate",
- "S_R_PaymentCalandarID",
- "S_R_DayConventionID",
- "S_R_ResetFreqID",
- "S_R_NotionalAmount",
- "S_R_ResetCalandarID",
- "S_R_RateSource",
- "S_R_InitialResetRate",
- "(Blank)",
- "(Blank)",
- "(Blank)",
- "(Blank)",
- "OtherCode1",
- "OtherCode1-Value",
- "OtherCode2",
- "OtherCode2-Value",
- "Attribute1",
- "Attribute1-Value",
- "Attribute1-Type",
- "Attribute2",
- "Attribute2-Value",
- "Attribute2-Type",
- "Attribute3",
- "Attribute3-Value",
- "Attribute3-Type",
- "Attribute4",
- "Attribute4-Value",
- "Attribute4-Type",
- "Attribute5",
- "Attribute5-Value",
- "Attribute5-Type",
- "(Blank)",
- "OptionType",
- "StrikeMonth",
- "StrikePrice",
- "ExpirationDate",
- "Put/CallFlag",
- "ContractSize",
- "CashRebate",
- "Barrier1",
- "Barrier2",
- "Notes",
- "(Blank)",
- "DeliveryPeriodType",
- "DeliveryPeriod",
- "DeliveryAbbrev",
- "DaysDelay",
- "CurrentPrincipalFactor",
- "AccrualFactor",
- "(Blank)",
- "Odd_First_Coupon",
- "Odd_Last_Coupon",
- "Accrual_Startdate",
- "Accrual_Enddate",
- "Balloon_Payment",
- "Compound_Method",
- "Scale_Factor",
- "CDS_Subtype_ID",
- "Recovery_Rate",
- "Attachment_Points",
- "Detachment_Points",
- "(Blank)",
- "Spread_Bps",
- "Rate_Change_Fre",
- "Spread_Start_Date",
- "Rate_Source_Id",
- "OTC_FloatingRate_Flag",
- "VAR_Start_Date",
- "FutureName",
- "LastTradeDate",
- "LCode",
- "CurrentStartDate",
- "SpotLimitDate",
- "FirstNoticeDate",
- "LastNoticeDate",
- "CTDTID",
- "CTDConv.Factor",
- "RollDate",
- "ValueDate1",
- "EndDate1",
- "ValueDate2",
- "EndDate2",
- "ValueDate3",
- "EndDate3",
- "ValueDate4",
- "EndDate4",
- "ValueDate5",
- "EndDate5",
- "ForeignFlag",
- "RestrictedFlag",
- "ParValue",
- "SharesOutstanding",
- "Industry_SIC_ID",
- "GICSLevel3ID",
- "InflationIndexFlag",
- "LinearAccrualCalcFlag",
- "ExpirationTime",
- "ExpirationTimeZoneId",
- "SwapStartDate",
- "ExpValueDateTimeComponent",
- "BasketTypeID",
- "BasketLinkAmount2",
- "BasketLinkPercent2",
- "BasketLinkTID3",
- "BasketLinkAmount3",
- "BasketLinkPercent3",
- "BasketLinkFromDate",
- "BasketLinkToDate",
- "BasketLinkComments",
- "BarrierOptionWindow1",
- "BarrierOptionWindow2",
-]
diff --git a/python/csv_headers/globeop_upload.py b/python/csv_headers/globeop_upload.py
deleted file mode 100644
index cd2cf00c..00000000
--- a/python/csv_headers/globeop_upload.py
+++ /dev/null
@@ -1,780 +0,0 @@
-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",
- ],
- "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": [
- "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",
- ],
- "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",
- ],
- "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",
- ],
-}
-
-
-POSITION_HEADERS = {
- "bond": [
- "AccountNumber",
- "COB Date",
- "Prime Broker",
- "SecurityType",
- "CUSIP",
- "ISIN",
- "SEDOL",
- "SecurityDescription",
- "Position",
- "MarketPrice",
- "Currency",
- "Base Market Value",
- "Local Market Value",
- "Fx Rate",
- "CurrentFace",
- ],
- "future": [
- "AccountNumber",
- "COB Date",
- "Prime Broker",
- "SecurityType",
- "BBGTicker",
- "RIC",
- "UnderlyingSecurity",
- "SecurityDescription",
- "Currency",
- "Quantity",
- "OpenTradeEquity",
- "ClosingPrice",
- "MaturityDate",
- "Unrealised P&L in USD",
- "Local Market Value",
- "Fx Rate",
- ],
- "otc": [
- "Client Name",
- "Fund Name",
- "Counterparty",
- "Product Type",
- "Unique Deal ID",
- "TransactionIndicator (Buy/Sell)",
- "PutCall Indicator (Call/Put)",
- "CapFloorIndicator",
- "CurrencyPair",
- "DealCurrencyA",
- "DealCurrencyB",
- "NotionalA",
- "NotionalB",
- "OriginalPrice",
- "Strike",
- "FixedRate",
- "Quantity",
- "Start Date",
- "Effective Date",
- "Maturity Date",
- "Underlying Maturity",
- "RecPayFixed",
- "Underlying (ISIN / CUSP / RED CODES)",
- "Underlying Desc",
- "Exercise Type",
- "MTM Currency",
- "MTM Valuation",
- "COB Date",
- "Clearing House Name",
- ],
-}
diff --git a/python/csv_headers/irs.py b/python/csv_headers/irs.py
deleted file mode 100644
index 144d898c..00000000
--- a/python/csv_headers/irs.py
+++ /dev/null
@@ -1,136 +0,0 @@
-irs_new = [
- "DealType",
- "DealId",
- "Action",
- "Client",
- "Fund",
- "Portfolio/Business Unit",
- "Strategy",
- "Custodian",
- "CashAccount",
- "Counterparty",
- "Comments",
- "State",
- "TradeDate",
- "Reserved",
- "Reserved",
- "ReceiveLegRateType",
- "ReceiveFloatRate",
- "ReceiveFirstCouponDate",
- "ReceiveFirstCouponRate",
- "ReceiveFixedRate",
- "ReceiveDaycount",
- "ReceiveFrequency",
- "RecievePaymentBDC",
- "ReceiveEffectiveDate",
- "ReceiveMaturityDate",
- "ReceiveNotional",
- "ReceiveResetArrears",
- "Reserved",
- "Reserved",
- "ReceiveCurrency",
- "Reserved",
- "PayLegRateType",
- "PayFloatRate",
- "PayFirstCouponDate",
- "PayFirstCouponRate",
- "PayFixedRate",
- "PayDaycount",
- "PayFrequency",
- "PayPaymentBDC[Previously PaymentRollConv]",
- "PayEffectiveDate",
- "PayMaturityDate",
- "Pay Notional",
- "PayResetArrears",
- "Reserved",
- "Reserved",
- "PayCurrency",
- "Reserved",
- "InitialMargin",
- "InitialMarginPercentage",
- "InitialMarginCurrency",
- "CalendarPay",
- "CalendarReceive",
- "Reserved",
- "ReceiveSpread",
- "ReceiveFixingFrequency",
- "ReceiveInterestCalcMethod",
- "Reserved",
- "PaySpread",
- "PayFixingFrequency",
- "PayInterstCalcMethod",
- "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",
-]
diff --git a/python/csv_headers/mtm_upload.py b/python/csv_headers/mtm_upload.py
deleted file mode 100644
index d5619616..00000000
--- a/python/csv_headers/mtm_upload.py
+++ /dev/null
@@ -1,201 +0,0 @@
-mtm_term = [
- "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",
-]
-mtm_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",
-]
-
-mtm_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 ($)",
- "RED",
- "Issuer Name",
- "Settlement Amount",
- "Trader",
- "Executing Broker",
- "Dealer Trade ID",
- "Notes",
- "Parent Transaction Code",
- "Parent Trade Date",
- "Parent Notional",
- "Parent Currency Code",
- "Parent Net Amount",
- "Parent Effective Date",
- "Parent First Payment Date",
- "Parent Settle Date",
- "ComplianceHubAction",
- "DTCC Ineligible",
- "Master Document Date",
- "Master Document Version",
- "Include Contractual Supplement",
- "Contractual Supplement",
- "Supplement Date",
- "Entity Matrix",
- "Entity Matrix Date",
- "Modified Equity Delivery",
- "Calculation Agent Business Center",
- "Calculation Agent",
- "Attachment Point",
- "Exhaustion Point",
- "Strategy",
- "First Payment Period Accrual Start Date",
- "TieOut Ineligible",
- "Electronic Consent Ineligible",
- "External OMS ID",
- "Independent Amount Currency",
- "Independent Amount Payer",
- "Trade Revision",
- "Alternate Swap ID",
- "Alternate Trade ID",
- "Definitions Type",
-]
-mtm_trs = [
- "Swap ID ",
- "Allocation ID",
- "Description ",
- "Broker Id ",
- "DTCC CounterParty ID",
- "Trade ID ",
- "Trade Date ",
- "Effective Date",
- "Settle Date",
- "Maturity Date ",
- "Account Abbreviation ",
- "1st Leg Notional",
- "Currency Code ",
- "Initial Payment",
- "Initial Payment Currency",
- "Original Issue Date",
- "Interest Payment Method Description",
- "Product Type ",
- "Product Sub Type",
- "Transaction Type ",
- "Protection",
- "Transaction Code",
- "Remaining Party ",
- "DTCC Remaining CounterParty ID",
- "Independent Amount (%)",
- "Independent Amount ($)",
- "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",
-]
diff --git a/python/csv_headers/test.py b/python/csv_headers/test.py
deleted file mode 100644
index e578fa77..00000000
--- a/python/csv_headers/test.py
+++ /dev/null
@@ -1,136 +0,0 @@
-mtm_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 ($)",
- "RED",
- "Issuer Name",
- "Settlement Amount",
- "Trader",
- "Dealer Trade ID",
- "Notes",
- "Parent Transaction Code",
- "Parent Trade Date",
- "Parent Notional",
- "Parent Currency Code",
- "Parent Net Amount",
- "Parent Effective Date",
- "Parent First Payment Date",
- "Parent Settle Date",
- "ComplianceHubAction",
- "DTCC Ineligible",
- "Master Document Date",
- "Master Document Type",
- "Master Document Version",
- "",
- "",
- "Annex Date",
- "Supplement Date",
- "Documentation Type",
- "Calculation Agent Business Center",
- "",
- "Strategy",
- "Electronic Consent Ineligible",
- "External OMS ID",
- "Traded Rate/Price",
- "Independent Amount Currency",
- "Independent Amount Payer",
- "Trade Revision",
- "Alternate Swap ID",
- "Alternate Trade ID",
- "Definitions Type",
- "Initial Fixing Amount",
- "2nd Leg Index",
- "2nd Leg Spread",
- "2nd Leg Initial Floating Rate",
-]
-mtm_trs = [
- "Swap ID ",
- "Allocation ID",
- "Description ",
- "Broker Id ",
- "DTCC CounterParty ID",
- "Trade ID ",
- "Trade Date ",
- "Effective Date",
- "Settle Date",
- "Maturity Date ",
- "Account Abbreviation ",
- "1st Leg Notional",
- "Currency Code ",
- "Initial Payment",
- "Initial Payment Currency",
- "Original Issue Date",
- "Interest Payment Method Description",
- "Product Type ",
- "Product Sub Type",
- "Transaction Type ",
- "Protection",
- "Transaction Code",
- "Remaining Party ",
- "DTCC Remaining CounterParty ID",
- "Independent Amount (%)",
- "Independent Amount ($)",
- "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",
-]
diff --git a/python/innocap_file_transfer.py b/python/innocap_file_transfer.py
index 7e39a264..1161a5c6 100644
--- a/python/innocap_file_transfer.py
+++ b/python/innocap_file_transfer.py
@@ -1,7 +1,7 @@
from io import BytesIO
from serenitas.utils.env import DAILY_DIR
import datetime
-from csv_headers.citco import GIL, GTL
+from serenitas.ops.citco import GIL, GTL
from serenitas.utils.remote import Client
from serenitas.analytics.dates import prev_business_day
from report_ops.sma import build_position_file
generated by cgit v1.2.3-70-g09d2 (git 2.52.0) at 2025-12-22 03:50:54 +0000