1. Interest Rate Swap Pricing Given the following Libor Yield curve, please calculate the appropriate discount factors, fixed rate for this interest rate swap, and the fixed swap payment. Assume notional principal of $30,000,000. L. (180)= 2.10% 1,(360) = 2.25% 1, (540) = 3% 1, (720) = 3.25% Now assume we are 90 days into the swap life and the yield curve has changed. L. (90) = 2.13% 13 (270) = 2.35% L30 (450) = 3.2% 15 (630) = 3.6% Please calculate the value of the fixed swap payment and the floating swap payment at this time. What is the value of the swap for the party that receives fixed and pays floating payments