Company A enters into a fixed-for-floating currency swap deal with a notional amount of 10M USD and 7M EUR. The exchange is made annually and the swap has maturity of 2 years with a fixed swap rate of 2% for USD side and references to 1Y EUR LIBOR rate for floating side. The rate of 0x12 FRA contract written on 1Y EUR LIBOR is 1% and the rate of 12x24 FRA contract written on 1Y EUR LIBOR is 2%. What is the present value of this swap in USD to Company A, who is receiving USD cash flow? Also assume that continuously compounded annual OIS rate is 1% for all maturities in USD and 2% for all maturities in EUR. Lastly, the spot exchange rate between two currencies is 0.75 EUR per 1 USD. Express your answer to the nearest dollar (e.g., 391561 when your answer is $391,560.81 for instance).