code: def test_fixings(self):
      market = market_data.MarketDataDict(self._market_data_dict)
      index_curve_3m = core.curve_types.RateIndexCurve(
          "USD", core.rate_indices.RateIndex(type="LIBOR_3M")
      )
      index_curve_ois = core.curve_types.RateIndexCurve(
          "USD", core.rate_indices.RateIndex(type="OIS")
      )
      dates = [(2020, 5, 24), (2020, 3, 24)]
      with self.subTest("LIBOR_3M"):
          fixings, fixings_daycount = market.fixings(
              dates, index_curve_3m
          )
          self.assertAllClose(
              self.evaluate(fixings), [0.025, 0.03], atol=1e-6
          )
          self.assertEqual(fixings_daycount.value, "ACTUAL_365")
      with self.subTest("OIS"):
          fixings, _ = market.fixings(dates, index_curve_ois)
          self.assertAllClose(
              self.evaluate(fixings), [0.0, 0.0], atol=1e-6
          )
  
file_path: tf-quant-finance/tf_quant_finance/experimental/pricing_platform/framework/market_data/market_data_test.py
imports: import tensorflow.compat.v2
  import tf_quant_finance
  from tensorflow.python.framework import test_util
label_desc: Use image node_id 4 for calling the MarketDataTest obj's underlying member method code with example usage: obj.test_fixings() without return types