In a plain vanilla swap (fixed-for-floating), a company enters into an agreement to: To pay cash flows on a fixed interest rate on a notional principal and receives a floating interest rate on a different notional principal. To receive cash flows on a fixed interest rate on a notional principal and pay a floating interest rate on the same notional principal. To pay cash flows on a fixed interest rate on a notional principal and receives a floating interest rate on the same notional principal. To receive cash flows on a fixed interest rate on a notional principal and pay a floating interest rate on a different notional principal