You signed a $15-$year interest swap $($principal USD $1\mathrm{.}000,000)$ with annual payments to pay fixed USD and receive foxed EUR. The quotes are:

USD $5\mathrm{.}1\%-5\mathrm{.}15\%$

EUR $10\%-10\mathrm{.}05\%$

The spot rate at the time of the was USD $1\mathrm{.}00/$ EUR

Two years later you want to unwind the swap. The USD interest rate is $4\%$ and the EUR interest rate is also $4\%.$ What is the value of the swap in USD if the spot rate is $0\mathrm{.}97?($round to the nearest $ $)$

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