1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
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",
]
|