adding new enums for underyling_indext_tenors and agreement_type

SuadeLabs · Jan 4, 2024 · 2f414af · 2f414af
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diff --git a/documentation/properties/type.md b/documentation/properties/type.md
@@ -1172,22 +1172,31 @@ This identifies that the piece of collateral used is a security, as mapped via t
 # Agreement
 
 ```bash
+├── ema
 ├── gmra
 │   ├── icma_1992
 │   ├── icma_1995
 │   ├── icma_2000
 │   ├── icma_2011
 │   └── other_gmra
+├── gmsla
 ├── isda
 │   ├── isda_1985
 │   ├── isda_1986
 │   ├── isda_1987
 │   ├── isda_1992
 │   ├── isda_2002
+│   ├── ema
+│   ├── drv
+│   ├── fbf
+│   │   └── afb
 │   └── other_isda
 └── other
 ```
 
+### ema
+The Euro Master Agreement - a master agreement for both domestic and cross-border transactions. The EMA should initially cover repurchase agreements as well as securities lending transactions.
+https://www.ebf.eu/home/european-master-agreement-ema/
 
 ### gmra
 From the [ICMA website][icma-web]:
@@ -1198,7 +1207,6 @@ ICMA obtains and annually updates opinions from numerous jurisdictions worldwide
 
 **The ERCC recently took a decision to discontinue coverage of the GMRA 1995 in the ICMA GMRA legal opinions from 2019 onwards. For further information contact legalhelpdesk@icmagroup.org**
 
-
 ### icma_1992
 The 1992 version of the GMRA agreement.
 
@@ -1214,6 +1222,10 @@ The 2011 version of the GMRA agreement.
 ### other_gmra
 Any other repurchase agreement.
 
+### gmsla
+Global Master for Securities Lending Agreements
+https://www.icmagroup.org/events/icma-workshop-repo-and-securities-lending-under-the-gmra-and-gmsla/
+
 ### isda
 From [Investopedia][isda-investo]:
 > An ISDA Master Agreement is the standard document regularly used to govern over-the-counter derivatives transactions. The agreement, which is published by the International Swaps and Derivatives Association (ISDA), outlines the terms to be applied to a derivatives transaction between two parties, typically a derivatives dealer and a counterparty. The ISDA Master Agreement itself is standard, but it is accompanied by a customized schedule and sometimes a credit support annex, both of which are signed by the two parties in a given transaction.
@@ -1235,6 +1247,18 @@ The 1992 version of the ISDA agreement.
 ### isda_2002
 The 2002 version of the ISDA agreement.
 
+### drv
+German variation of ISDA - rahmenvertrag
+https://www.mayerbrown.com/en/perspectives-events/blogs/2020/11/documenting-benchmark-transition-under-the-german-master-agreement-for-financial-derivatives-transactions
+
+### fbf
+Federation Bancaire Francaise - French variation of ISDA
+https://www.fbf.fr/en/fbf-master-agreement-relating-to-transactions-on-forward-financial-instruments-published-on-february-5-2020-last-update-on-june-16-2020/
+
+### afb
+Association Francaise de Banques - ancestor of the FBF
+https://theotcspace.com/knowledge_item/afb-agreement-federation-bancaire-francais-afba-fbf/
+
 ### other_isda
 Any other ISDA agreement.
 

diff --git a/documentation/properties/underlying_index_tenor.md b/documentation/properties/underlying_index_tenor.md
@@ -37,4 +37,10 @@ The **underlying_index_tenor** refers to the designated maturity of the underlyi
 
 ### 12m
 
+### 24m
 
+### 60m
+
+### 120m
+
+### 360m
diff --git a/v1-dev/agreement.json b/v1-dev/agreement.json
@@ -92,7 +92,12 @@
       "description": "The type of the master agreement.",
       "type": "string",
       "enum": [
+	"afb",
+	"drv",
+	"ema",
+	"fbf",
         "gmra",
+	"gmsla",
         "icma_1992",
         "icma_1995",
         "icma_2000",

diff --git a/v1-dev/derivative.json b/v1-dev/derivative.json
@@ -370,7 +370,11 @@
         "7m",
         "8m",
         "9m",
-        "12m"
+        "12m",
+	"24m",
+	"60m",
+	"120m",
+	"360m"
       ]
     },
     "underlying_issuer_id": {
-Original file line number
+Diff line change
@@ Expand Up @@
     ### 12m
+    ### 24m
+    ### 60m
+    ### 120m
+    ### 360m