In USD/JPY, for example, an FX swap combines a spot purchase of dollars with a forward sale of the same amount of dollars, both agreed at the same time. Because both rates are set when the trade is agreed, the yen you receive when you return the foreign currency on the maturity date is also fixed at that time.
Consider a hypothetical example of an FX swap that buys USD 10 million at 150.00 yen per dollar and sells them 180 days later at 147.061 yen per dollar. You first pay 1.5 billion yen and receive USD 10 million, and 180 days later you deliver USD 10 million and receive 1,470.61 million yen. Unlike a cross-currency swap, an FX swap has no interest payments between the two trades.