this question ask diagram of swap at inition,quaterly interest rat payment and the swap maturity

questiion- an australia company requires USD but does not have acess to direct USD borrowing or find it prohibitively expensive. The company decides to borrow in Australian dollar at 90 day BBSW and enter a cross-currency basis swap to USD based on 90-day USD LIBOR (floting-for-floating swap). The swap has a tenor of two years with quaterly settlement. The principle on the Australian dollar loan is AUD50 million and the exchange rate at initiation of swap is AUD 1=0.7231 USD. Show using diagrams the swap at intiation, the quaterly interest payment and the swap at maturity. questiion- an australia company requires USD but does not have acess to direct USD borrowing or find it prohibitively expensive. The company decides to borrow in Australian dollar at 90 day BBSW and enter a cross-currency basis swap to USD based on 90-day USD LIBOR (floting-for-floating swap). The swap has a tenor of two years with quaterly settlement. The principle on the Australian dollar loan is AUD50 million and the exchange rate at initiation of swap is AUD 1=0.7231 USD. Show using diagrams the swap at intiation, the quaterly interest payment and the swap at maturity