Let's say a currency swap has a remaining life of 18 months. It involves exchanging interest at 14% on 20 million for interest at 10% on $30 million once a year. The term structure of interest rates is currently flat in both the U.S. and the U.K. If the swap were negotiated today, the interest rates exchanged would be $8% and 11%. All rates were quoted with annual compounding and the current exchange rate is $1.65 = 1. How would you find the value of the swap (in USD) to the party paying dollars? I'm not understanding how to answer this question.