Help with Swaps

I was working on swaps valuation (interest rate swaps) and looking at the curriculum BBs, it doesn’t seem hard at all but looking at schweser, it seems pretty complicated.

So my question specifically is regarding example 14 in CFA text vs. the example in schweser on valuing an interest rate swap between payment dates. Both questions seem to ask the same thing, however, they are both calculated differently and if i were to apply CFA text formula for valuing swaps to the schweser example, i am just not getting the same answer.

Can someone please help me understand how do the two questions differ?

I don’t have the Schweser material but maybe if there is just a difference in the sign, then maybe one of them is asking for receive-floating while the other is asking for received fixed??