Find the value of the swap in which you receive fixed rate of 6% (semiannually compounded) and pay a floating rate each six month on a nominal amount of $1,000,000. The swap ends in exactly 20 month and your next floating payment in 4 month is $28,000. The interest rates for the next 16 months is given by a formula r(t)=(5.5+0.1*t)%, where r(t) is t-month interest rate (i.e., 1-month interest rate is 5.5+0.1*1=5.6%, 2-month interest rate is 5.5+0.1*2=5.7%, etc.)