A plain vanilla 2-year interest rate swap with annual payments has a notional principal of $1 million. 2 month(s) into the swap, the term structure of interest rates is flat at 5.06%. The first floating-rate payment has already been set to 4.84%. The fixed payments are 5.09%. What is the value of this swap? Round to the nearest dollar. The answer is -2673. How do you get that ?