code: def setUp(self):
      swap_1 = ir_swap.InterestRateSwap(
          effective_date=date_pb2.Date(year=2019, month=10, day=3),
          maturity_date=date_pb2.Date(year=2029, month=10, day=3),
          currency=Currency.USD(),
          pay_leg=ir_swap.SwapLeg(
              fixed_leg=ir_swap.FixedLeg(
                  currency=Currency.USD(),
                  coupon_frequency=period_pb2.Period(
                      type="MONTH", amount=6
                  ),
                  notional_amount=decimal_pb2.Decimal(units=1000000),
                  fixed_rate=decimal_pb2.Decimal(nanos=31340000),
                  daycount_convention=DayCountConventions.ACTUAL_360(),
                  business_day_convention=BusinessDayConvention.MODIFIED_FOLLOWING(),
                  settlement_days=2,
              )
          ),
          receive_leg=ir_swap.SwapLeg(
              floating_leg=ir_swap.FloatingLeg(
                  currency=Currency.USD(),
                  coupon_frequency=period_pb2.Period(
                      type="MONTH", amount=3
                  ),
                  reset_frequency=period_pb2.Period(
                      type="MONTH", amount=3
                  ),
                  notional_amount=decimal_pb2.Decimal(units=1000000),
                  floating_rate_type=RateIndex(type="LIBOR_3M"),
                  daycount_convention=DayCountConventions.ACTUAL_360(),
                  business_day_convention=BusinessDayConvention.MODIFIED_FOLLOWING(),
                  settlement_days=2,
              )
          ),
      )
      swap_2 = ir_swap.InterestRateSwap(
          effective_date=date_pb2.Date(year=2019, month=10, day=3),
          maturity_date=date_pb2.Date(year=2029, month=10, day=3),
          currency=Currency.USD(),
          pay_leg=ir_swap.SwapLeg(
              fixed_leg=ir_swap.FixedLeg(
                  currency=Currency.USD(),
                  coupon_frequency=period_pb2.Period(
                      type="MONTH", amount=3
                  ),
                  notional_amount=decimal_pb2.Decimal(units=1000000),
                  fixed_rate=decimal_pb2.Decimal(nanos=31340000),
                  daycount_convention=DayCountConventions.ACTUAL_360(),
                  business_day_convention=BusinessDayConvention.MODIFIED_FOLLOWING(),
                  settlement_days=2,
              )
          ),
          receive_leg=ir_swap.SwapLeg(
              floating_leg=ir_swap.FloatingLeg(
                  currency=Currency.USD(),
                  coupon_frequency=period_pb2.Period(
                      type="MONTH", amount=3
                  ),
                  reset_frequency=period_pb2.Period(
                      type="MONTH", amount=3
                  ),
                  notional_amount=decimal_pb2.Decimal(units=1000000),
                  floating_rate_type=RateIndex(type="LIBOR_3M"),
                  daycount_convention=DayCountConventions.ACTUAL_360(),
                  business_day_convention=BusinessDayConvention.MODIFIED_FOLLOWING(),
                  settlement_days=2,
              )
          ),
      )
  
      self._swaption_1 = swaption_pb2.Swaption(
          swap=swap_1,
          expiry_date=date_pb2.Date(year=2022, month=2, day=10),
      )
      self._swaption_2 = swaption_pb2.Swaption(
          swap=swap_2,
          expiry_date=date_pb2.Date(year=2022, month=2, day=10),
      )
      super(ProtoUtilsTest, self).setUp()
  
file_path: tf-quant-finance/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/swaption/proto_utils_test.py
imports: import tensorflow.compat.v2
  import tf_quant_finance
  from tf_quant_finance.experimental.pricing_platform.framework.rate_instruments.swaption import proto_utils
  from tensorflow.python.framework import test_util
label_desc: Use image node_id 1 for calling the ProtoUtilsTest obj's underlying member method code with example usage: obj.setUp() without return types