code: def setUp(self):
      self._fra_1 = fra_pb2.ForwardRateAgreement(
          short_position=True,
          fixing_date=date_pb2.Date(year=2021, month=5, day=21),
          currency=Currency.USD(),
          fixed_rate=decimal_pb2.Decimal(nanos=31340000),
          notional_amount=decimal_pb2.Decimal(units=10000),
          daycount_convention=DayCountConventions.ACTUAL_360(),
          business_day_convention=BusinessDayConvention.MODIFIED_FOLLOWING(),
          floating_rate_term=fra_pb2.FloatingRateTerm(
              floating_rate_type=RateIndex(type="LIBOR_3M"),
              term=period_pb2.Period(type="MONTH", amount=3),
          ),
          settlement_days=2,
      )
  
      self._fra_2 = fra_pb2.ForwardRateAgreement(
          short_position=False,
          fixing_date=date_pb2.Date(year=2021, month=5, day=21),
          currency=Currency.USD(),
          fixed_rate=decimal_pb2.Decimal(nanos=31340000),
          notional_amount=decimal_pb2.Decimal(units=10000),
          daycount_convention=DayCountConventions.ACTUAL_365(),
          business_day_convention=BusinessDayConvention.MODIFIED_FOLLOWING(),
          floating_rate_term=fra_pb2.FloatingRateTerm(
              floating_rate_type=RateIndex(type="LIBOR_3M"),
              term=period_pb2.Period(type="MONTH", amount=3),
          ),
          settlement_days=2,
      )
  
      self._fra_3 = fra_pb2.ForwardRateAgreement(
          short_position=True,
          fixing_date=date_pb2.Date(year=2021, month=5, day=21),
          currency=Currency.USD(),
          fixed_rate=decimal_pb2.Decimal(nanos=31340000),
          notional_amount=decimal_pb2.Decimal(units=10000),
          daycount_convention=DayCountConventions.ACTUAL_360(),
          business_day_convention=BusinessDayConvention.MODIFIED_FOLLOWING(),
          floating_rate_term=fra_pb2.FloatingRateTerm(
              floating_rate_type=RateIndex(type="LIBOR_3M"),
              term=period_pb2.Period(type="MONTH", amount=3),
          ),
          settlement_days=2,
      )
  
      dates = [
          [2021, 2, 8],
          [2022, 2, 8],
          [2023, 2, 8],
          [2025, 2, 8],
          [2027, 2, 8],
          [2030, 2, 8],
          [2050, 2, 8],
      ]
      discounts = [
          0.97197441,
          0.94022746,
          0.91074031,
          0.85495089,
          0.8013675,
          0.72494879,
          0.37602059,
      ]
      self._market_data_dict = {
          "rates": {
              "USD": {
                  "risk_free_curve": {
                      "dates": dates,
                      "discounts": discounts,
                  },
                  "LIBOR_3M": {
                      "dates": dates,
                      "discounts": discounts,
                  },
              }
          },
          "reference_date": [(2020, 2, 8)],
      }
  
      super(ForwardRateAgreementTest, self).setUp()
  
file_path: tf-quant-finance/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/forward_rate_agreement/forward_rate_agreement_test.py
imports: import numpy
  import tensorflow.compat.v2
  import tf_quant_finance
  from tensorflow.python.framework import test_util
label_desc: Use image node_id 1 for calling the ForwardRateAgreementTest obj's underlying member method code with example usage: obj.setUp() without return types