With the interest rate swap quotations shown in the Table 1, calculate the swap cash flows from the point of view of the fixed-rate receiver on a two-year swap with a notional principal of $19.5 million. You may assume the relevant part of the settiement date pactern and the realized LBOR path shown in the Table 2 for the three-year agreement. Also, calculate the fixed-rate payment on a 30/360-day count and the fioating-rate payments on an actual/360-day basis. Table 2. Three-Year Plain Vanilla Interest Rate Swan Fill in the table below. Do not round intermediate calculations. Round your answers to the nearest cent. With the interest rate swap quotations shown in the Table 1, calculate the swap cash flows from the point of view of the fixed-rate receiver on a two-year swap with a notional principal of $19.5 million. You may assume the relevant part of the settiement date pactern and the realized LBOR path shown in the Table 2 for the three-year agreement. Also, calculate the fixed-rate payment on a 30/360-day count and the fioating-rate payments on an actual/360-day basis. Table 2. Three-Year Plain Vanilla Interest Rate Swan Fill in the table below. Do not round intermediate calculations. Round your answers to the nearest cent