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", ], }