A financial institution has entered into a swap where it agreed to receive quarterly payments at a rate of $2\%$ per annum and pay the SOFR three month reference rate on a notional principle of $$100$ million. The swap now has a remaining life $10$ months. Assume the risk$-$free rates with continuous compounding are $($calculated from SOFR$)$ for $1$ month, $4$months, $7$months, and $10$ months. They are $1,4\%,1\mathrm{.}6\%,1,7\%,$ and $1\mathrm{.}8\%,$ respectively. Assume also that the continuously compounded risk$-$free rate observed for the last $2$ months is $1\mathrm{.}1\%.$ Estimate the value of the swap.