I have this exercice to do it can anyone help me please ?

Consider a 1-Year LIBOR swap with quarterly payments priced at 4% at initiation when 90-day LIBOR was 3.8%.

The notional principal amount is $ 7,000,000.Calculate the value of the swap to the fixed-rate payer after 150 days if the annualized LIBOR rates are the following:

oR 30-day: 3.5%

oR 60-day: 3.55%

oR 90-day: 3.60%

oR 120-day: 3.65%

oR 150-day: 3.70%

oR 180-day: 3.75%

oR 210-day:3.80%

oR 240-day: 3.85%

oR 270-day: 3.90%

oR 330-day: 3.95%

oR 360-day: 4.00%

Your help will be highly appreciated .