Guys. If somebody can please help with a detailed step by step answer to answer this below question please.

A currency swap has a remaining life of 15 months. It involves exchanging interest at 10% on 20 million pound sterling for interest at 6% on USD 30 million every year. The term structure of interest rates in both UK and US is currently flat and if the swap were negotiated today the interest rates exchanged would be 4% in USD and 7% in sterling. All interest rates are quoted with annual compounding. The current exchange rate is USD 1.85 per pound. What is the value of the swap to the party paying sterling? (Assume USD is domestic currency) (Assume continuous compounding)

Thanks a lot