Suppose that oil forward prices for 1 year, 2 years, and 3 years are $20, $21, and $22.The 1-year effective annual interest rate is 6.0%, the 2-year interest rate is 6.5%, and the 3-year interest rate is 7.0%. a. What is the 3-year swap price? b. What is the price of a 2-year swap beginning in one year? (That is, the first swap settlement will be in 2 years and the second in 3 years.)

I sort of understand that we have to get the same cashflow in each year but an explanation on how to isolate the price values in the numerator would be helpful. Thanks.