{"openapi":"3.0.4","info":{"title":"Collateral","version":"0.0.1"},"paths":{},"components":{"schemas":{"Collateral":{"required":["buyerReceivesCashflows","buyerReceivesCorporateActionPayments"],"type":"object","properties":{"buyerReceivesCashflows":{"type":"boolean","description":"Does the buyer of the FlexibleRepo receive the cashflows from any collateral instruments, or do they get paid to the seller."},"buyerReceivesCorporateActionPayments":{"type":"boolean","description":"Does the buyer of the FlexibleRepo receive any dividend or cash payments as the result of a corporate action\r\non any of the collateral instruments, or are these amounts paid to the seller.\r\nReferred to as \"manufactured payments\" in the UK, and valid only under a repo with GMRA in Europe"},"collateralInstruments":{"type":"array","items":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/CollateralInstrument"},"description":"List of any collateral instruments.","nullable":true},"collateralValue":{"type":"number","description":"Total value of the collateral before any margin or haircut applied.\r\nCan be provided instead of PurchasePrice, so that PurchasePrice can be inferred from the CollateralValue and one of\r\nHaircut or Margin.","format":"double","nullable":true},"deferManufacturedPayments":{"type":"boolean","description":"Indicates whether manufactured collateral payments are capitalised (i.e. deferred). Capitalised payments will\r\nbe deferred to the maturity date of the repo and if applicable interest will be accrued at the repo rate.\r\nDefaults to false."}},"additionalProperties":false,"description":"Representation of the collateral of a repurchase agreement, along with related details of the agreement.","title":"Collateral"}}}}