Swaps

Suppose notional principal $($NP$)=$$$100$ million. An investor enters a $2-$year OIS paying a fixed rate of $7\%.$ If the floating reference rate is $7\mathrm{.}2\%$ in next quarter, what is the investor's cash flow?

A Eurodollar futures contract currently has a futures price of $99\mathrm{.}70.$ If the LIBOR rate at contract settlement is $0\mathrm{.}50\%,$ what is the profit $($positive number$)$ or loss $($negative number$)$ realized by the trader on the long side of the contract?

Companies A and $B$ have been offered the following rates per annum on a $$20$ million five$-$year loan:

$\backslash$table$[[,$Fixed Rate,Floating Rate$],[$Company A$,4\mathrm{.}8\%,$SOFR $+0\mathrm{.}2\%],[$Company B$,6\mathrm{.}2\%,$SOFR $+0\mathrm{.}9\%$