Given a text T, and several options, according to the question posed in the text T to choose the most appropriate option from the options as the answer, please directly output the most appropriate option, do not need to output the explanation.

A one-year zero-coupon bond yields 4.0%. The two- and three-year zero-coupon bonds yield 5.0% and 6.0% respectively.
In a typical interest rate swap contract, the swap rate is best described as the interest rate for the:
Option A:fixed-rate leg of the swap.
Option B:floating-rate leg of the swap.
Option C:difference between the fixed and floating legs of the swap.

Answer: A