please explain how we calculate the interest payments each time!

thank you

At time t, company A borrows 10 million euro at an interest rate of 3.2% p.a., paid semiannually, for a period of 2 years. It then enters into a 2 year swap at an exchange rate of USDEUR 0.85. The swap rates are 6-month USD LIBOR, and 3.5% p.a. compounded semiannually in euro. What are the payments on the loan, on the swap and on the combination of them? Assume that 6-month LIBOR (annualized) evolves as follows: Use the following table to provide your answer (use +f - to indicate the direction of the CF)