A semi-annual payment interest rate swap where the fixed rate is 5.9% (with semi-annual compounding) has a remaining life of nine months. The six-month LIBOR rate observed three months ago was 5.2% with semi-annual compounding. Today's three- and nine-month LIBOR rates are 6% and 6.9% (continuously compounded) respectively. If the swap has a principal value of $15000000, what is the value of the swap to the party receiving the fixed rate of interest?

please dun round up, leave 10 sig. fig.

and show the steps, thanks!