Los Angeles: Actor Johnny Depp is said to exchange vows with Amber Heard on a beach in the Bahamas.The "Pirates of the Caribbean" star's wedding won't be a "big, glitzy" party and will just have close friends and family, reports contactmusic.com."They're having a small intimate ceremony barefoot on the beach in Little Hall's Pond Cay. Afterwards they'll have a barbecue where some of Johnny's musician pals are going to perform, followed by limbo dancing. Neither Johnny nor Amber want a big, glitzy Hollywood bash. They are both very private," said a source.Depp, who was earlier in a 14-year long relationship with Vanessa Paradis,is dating Heard for less than two years.