Q3. Please show the net present value calculation for the following plain vanilla interest rate swap.

Rates:
Pay Date
CDOR Float
Discount Factor
01/01/2022
0.64
0.98
04/01/2022
0.68
0.96
07/01/2022
0.70
0.94
10/01/2022
0.76
0.92
Please fill in the cash flow and PV for both legs.
Pay Date
Pay Fixed Leg
Cash Flow
Pay Fixed Leg PV
Receive Floating Leg Cash Flow
Receive Floating Leg
PV
Net PV
04/01/2022
10/01/2022
Net PV of Swap