You entered into a plain vanilla swap a while back where you pay 10% per annum with quarterly compounding on a notional principal of $100,000,000 with payments made quarterly.

 Years    Rate
0.2        7.25%
0.45      7.30%
0.7         7.35%

 

In exchange, you receive a payment of LIBOR. Your swap has 0.7 years left until its termination date. The LIBOR rate was 14.5% per annum with quarterly compounding when you made your last payment.

If today's discount rates are per annum with continuous compounding as followed what is the value of your position?