Fm problem

HI
Can anybody give me a solution for this problem please...

XYZ Ltd. holds fixed rate bonds with coupon rate of 7%.ABC Ltd. is a recipient of floating rate interest through floating rate bonds with coupons rate of LIBOR +2%. Both apprehend a fluctuation in interest rate in the coming years. ABC Ltd. and XYZ Ltd. enter into a swap arrangement through a dealer, on the following terms
- ABC Ltd. to pay floating rate interest of LIBOR +2%
- ABC Ltd. to receive from dealer fixed interest of 6.5%
- XYZ Ltd. to pay a fixed interest of 7%
- XYZ Ltd. to receive from the dealer a floating rate of LIBRO +2%

Show the cash flow position of all the three parties

thanks in advance