Suppose that the discount rate is flat at $5\%$ per annum with continuous compounding. A swap with a notional principal of $$100$ million in which $6\%$ is received and six$-$month LIBOR is paid will last another $15$ months. Payments are exchanged every six months. The six$-$month LIBOR rate at the last reset date $($three months ago$)$ was $7\%.$ Day count is ignored.

What is the value $($in millions$)$ of the swap? Show your calculation