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This paper introduces a sharp-interface approach to simulating fluid-structure interaction involving flexible bodies described by general nonlinear material models and across a broad range of mass density ratios. This new flexible-body immersed Lagrangian-Eulerian (ILE) approach incorporates the geometrical and domain solution flexibility of the immersed boundary (IB) method with an accuracy comparable to body-fitted approaches that sharply resolve flows and stresses up to the fluid-structure interface. Unlike many IB methods, our ILE formulation uses distinct momentum equations for the fluid and solid subregions with a Dirichlet-Neumann coupling strategy that connects fluid and solid subproblems through simple interface conditions. We use a penalty method involving two representations of the fluid-structure interface. These two representations are connected by approximate Lagrange multiplier forces that impose kinematic interface conditions. This approach also enables the use of multi-rate time stepping, which allows us to take different time step sizes for the fluid and structure subproblems. Our fluid solver relies on an immersed interface method for discrete surfaces to impose stress jump conditions along complex interfaces. The dynamics of the volumetric structural mesh are determined using a standard finite element approach to large-deformation nonlinear elasticity via a nearly incompressible solid mechanics formulation. This formulation also readily accommodates compressible structures for cases in which part of the solid boundary does not contact the incompressible fluid. Comparisons are made with computational and experimental benchmarks. We also demonstrate the capabilities of this methodology by applying it to model the transport and capture of a cylindrical blood clot in an inferior vena cava filter.