Can anyone explain how to do this?

Company A is an AAA-rated company firm desiring to issue five-year FRNs. It finds that it can issue FRNs at six months LIBOR + .125 percent or at three-month LIBOR + .125 percent. Given its asset structure, the three-month LIBOR is the preferred index. Company B is an A-rated firm that also desires to issue five-year FRNs. It finds it can issue at six-month LIBOR + 1.0 percent or at three-month LIBOR + .625 percent. Given its asset structure, six-month LIBOR is the preferred index. Assume a notional principal of $15,000,000. Determine the QSD and set up a floating for floating rate swap where the swap bank receives .125 percent and the two counterparites share the remaining savings equally.