Swaps are financial derivatives where two parties exchange cash flows based on underlying factors such as interest rates or currencies. One common type of swap is the interest rate swap, where one party pays a fixed interest rate while receiving a floating interest rate based on a benchmark. Understanding the basic structure and pricing of swaps is essential for those in finance.

Consider the following scenario: Party A agrees to pay Party B a fixed interest rate of 5% on a notional amount of $1 million for a period of three years. In return, Party B will pay Party A a floating interest rate based on LIBOR, which varies over time.

What is the primary benefit for Party A in entering this interest rate swap?