Excel solution attached, but there is still something unclear to me:

I calculated all values in the swap agreement by using the ratio of payments to the nominal amount received in period t=0. But I do not understand which interest rate underlies the cash flows (in Yen) in period t=1-9, and I don't understand why the cash flow in t=20 is larger than the previous ones. One could expect that the cash flows reduce, since the total debt reduces. Can someone help?

Best regards,

Barbara Tisch