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given a 6 year fixed for float interest rate swap on 1,200,000 notional principle with annual resets, company x pays a 6% annual fixed rate

given a 6 year fixed for float interest rate swap on 1,200,000 notional principle with annual resets, company x pays a 6% annual fixed rate compounded annually. Company y receives fixed. If the floating rate observed at 5% annual rate compounded annually, what are the equations for the cash flow lines of each company.

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