I still don’t get how an interest rate swap can be described as a series of forward contracts. Can someone explain please? with numbers if possible

I don’t get the following paragraph from the notes:

Taliking about a one-year swap that pays at the end of each quarter

“a forward on 90-day Libor that settles 90 days from now, based on 90 day Libor at that time, actually pays the present value of the difference between the fixed rate F and 90-day Libor 90 days from now( times the notional principal amount). Thus, the forwards in our above example actually pay on days 90.180, and 270. However, the amounts paid are equivalent to the differences between the fixed rate payment and floating rate payment that are due when interest is actually paid on days 180,270 and 360,”