The problem is quantlib supports only IRS. But you're trying to find NDS valuation.
IRS valuation:
PV (present value) of the interest payments on the fixed leg:
\begin{equation}
f(x) = \sum \limits_{i=1}^{n} \delta({T}_{j-1},{T}_{j}) \cdot K \cdot P(0, T_j)
\end{equation}
PV (present value) of the interest payments on the floating leg:
\begin{equation}
f(x) = \sum \limits_{i=1}^{n} \delta({T}_{j-1},{T}_{j}) \cdot F({T}_{j-1},{T}_{j}) \cdot P(0, T_j)
\end{equation}
where:
$\delta({T}_{j-1},{T}_{j})$ - day-count fraction
$K$ , $F({T}_{j-1},{T}_{j}$ - fixed and forward rates
$P(0, T_j)$ - discount factor (price of zero coupon bonds)
For NDS (non-deliverable swap) formula:
\begin{equation}
F(0,T) - S_0 = S_0 \bigg(\frac {1 + r_d \cdot T}{1 + r_f \cdot T} - 1 \bigg) = \\
= \frac {S_0(r_d - r_f) \cdot T}{1 + r_f \cdot T} \approx S_0(r_d - r_f) \cdot T
\end{equation}
But for NDS(floating for floating, fixed for floating) are usually used in emerging markets where the currency is illiquid, subject to exchange restrictions, or even non-convertible the quanto correction must be apply to foreign currency forward rates. For instance, if you want to evaluate cross currency swap the effective forward rate used in pricing:
\begin{equation}
f = (0, t_j, t_{j+1}) \cdot (1 + \rho_j \cdot \sigma_{f_j} \cdot \sigma_{FX} \cdot t_j)
\end{equation}
where
$\rho_j$ - FX/Forward rate correlation
$\sigma_{FX}$ - forex rate volatility
More information: Boenkost, Schmidt "Notes on convexity and quanto adjustments
for interest rates and related options" (2003), SSRN 1375570
