Walex

Are you saying that they don’t include the accrued interest in their determination of swap’s carrying value on the balance sheet and this why you are confused? Your question is a little unclear…
If so, then I have seen firms in the past bury their interest receivable and/or interest payable on derivatives in other assets/liabilities, with disclosure in the footnotes, as necessary… the preparer of the financials should consider the materiality of the accrued interest payable, in your case, and determine where/how to disclose the amount of the accrual to the users of the financials.