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This article assumes you are familiar with the entity and security level elections that have been made for processing an interest rate swap. For example, you must enter a value for the Swap Accrual Method field. If you set this field to Income/Expense, the system posts interest accruals and dividends to income/expense accounts in the general ledger. If you set this field to Unrealized, the system posts interest accruals and dividends to unrealized capital accounts in the general ledger. You can access this field using the Add/Change Entity and Add/Change Master Fund Setup panels. Also, if the Primary Amortization/Accretion Rule field is not set to Straight Line, Straight Line Actual, or None, you must set up the Amortization/Accretion Rule at the processing security type level. You can access this field using the Add/Change Amortization/Accretion Rules panel.