Please show calculations

Company X wants to borrow $10,000,000 floating for 5 years; company Y wants to borrow $10.000,000 fixed for 5 years. Their external borrowing opportunities are shown here: Fixed-Rate Borrowing Cost Floating-Rate Borrowing Cost LIBOR LIBOR + 1.5% 109 Company X Company Y 12 A swap bank proposes the following interest only swap Y will pay the swap bank annual payments on $10,000,000 with a fored rate of rate of 9.90 percent. in exchange the swap bank will pay to company interest payments on $10.000.000 at UBOR -0.15 percent What is the value of this swap to company Y