add unsettled status for security and derivative schemas

documentation/properties/status.md

@@ -85,6 +85,7 @@ This is a loan where the customer has defaulted or is non-performing.
 ├── paid_up
 ├── called_up
 ├── bankruptcy_remote
+├── unsettled
 └── non_operational
 ```
 
@@ -110,6 +111,18 @@ not be available to the custodian's creditors in the event of the insolvency of
 ### non_operational
 This indicates that the security does not meet the requirements set in Article 8 of the [Liquidity Regulations][lcr]
 
+### unsettled
+This indicates that the transaction is still unsettled after its due delivery date. Under the Basel framework, this transaction would be in scope for the requirements defined under [the capital treatment of unsettled transactions and failed trades][CRE70]"
+
+
+## Derivative
+```bash
+└── unsettled
+```
+
+### unsettled
+This indicates that the transaction is still unsettled after its due delivery date. Under the Basel framework, this transaction would be in scope for the requirements defined under [the capital treatment of unsettled transactions and failed trades][CRE70]"
 ---
 [lcr]:  http://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX%3A32015R0061
 [reg-d]: https://www.ecfr.gov/cgi-bin/retrieveECFR?gp=&SID=fe8bd6e281e0788a9ba7efda92e96e2f&mc=true&n=pt12.2.204&r=PART&ty=HTML#se12.2.204_12
+[CRE70]: https://www.bis.org/basel_framework/chapter/CRE/70.htm

v1-dev/derivative.json

@@ -291,6 +291,13 @@
       "type": "string",
       "format": "date-time"
     },
+    "status": {
+      "description": "Provides additional information regarding the status of the derivative.",
+      "type": "string",
+      "enum": [
+        "unsettled"
+      ]
+    },
     "strike": {
       "description": "Strike price of the option, which is compared to the underlying price on the option exercise date.",
       "type": "number"

v1-dev/security.json

@@ -619,7 +619,8 @@
         "bankruptcy_remote",
         "called_up",
         "non_operational",
-        "paid_up"
+        "paid_up",
+        "unsettled"
       ]
     },
     "stress_change": {