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I am trying to replicate mechanism behind SWPM function of Bloomberg.

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As you can see from the screenshot from my excel file, I am able to find exact cash flows from excel file (it not discounted), but I am confused about floating leg. Is there anyone who knows how to calculate it?

If there is a need for clarity about calculations in excel, please let me know. Thanks in advance!

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    $\begingroup$ There are a lot of resources on the internet about calculating Floating Leg cashflows, or floating leg rates. In particular you have broadly all the discount factors stated explicitly which will at least get you very close. This question is essentiallyt a duplicate of your last. $\endgroup$
    – Attack68 ♦
    Sep 27 at 14:33

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