File -> New File -> Header File
Save it as a YourApp-Bridging-Header
Than go to Build Settings, find "Objective-C Bridging Header" (as previously guys told) and pass way to your Bridging Header as: YourApp/YourApp-Bridging-Header.h (nameWhere 'YourApp/' is a name of the app. It could contain white space, as in my case)for example 'Your App/'.
In my case in xCode 7.3.1 it works