code: def setUp(self):
      valuation_date = [(2020, 6, 24)]
      fixing_dates = [
          (2020, 2, 24),
          (2020, 3, 12),
          (2020, 4, 14),
          (2020, 5, 21),
      ]
      fixing_rates = [0.01, 0.02, 0.03, 0.025]
      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,
      ]
      vol_dates = [
          [2021, 2, 8],
          [2022, 2, 8],
          [2023, 2, 8],
          [2025, 2, 8],
          [2027, 2, 8],
      ]
      strikes = [
          [1500, 1550, 1510],
          [1500, 1550, 1510],
          [1500, 1550, 1510],
          [1500, 1550, 1510],
          [1500, 1550, 1510],
      ]
      volatilities = [
          [0.1, 0.12, 0.13],
          [0.15, 0.2, 0.15],
          [0.1, 0.2, 0.1],
          [0.1, 0.2, 0.1],
          [0.1, 0.1, 0.3],
      ]
  
      risk_free_dates = [
          [2021, 2, 8],
          [2022, 2, 8],
          [2023, 2, 8],
          [2025, 2, 8],
          [2050, 2, 8],
      ]
      risk_free_discounts = [
          0.97197441,
          0.94022746,
          0.91074031,
          0.85495089,
          0.37602059,
      ]
      self._market_data_dict = {
          "rates": {
              "USD": {
                  "risk_free_curve": {
                      "dates": risk_free_dates,
                      "discounts": risk_free_discounts,
                  },
                  "OIS": {"dates": dates, "discounts": discounts},
                  "LIBOR_3M": {
                      "dates": dates,
                      "discounts": discounts,
                      "fixing_dates": fixing_dates,
                      "fixing_rates": fixing_rates,
                      "fixing_daycount": "ACTUAL_365",
                      "config": {
                          "interpolation_method": interpolation_method.InterpolationMethod.LINEAR
                      },
                  },
              },
          },
          "equities": {
              "USD": {
                  "GOOG": {
                      "spot": 1500,
                      "volatility_surface": {
                          "dates": vol_dates,
                          "strikes": strikes,
                          "implied_volatilities": volatilities,
                      },
                  }
              }
          },
          "reference_date": valuation_date,
      }
      self._libor_discounts = discounts
      self._risk_free_discounts = risk_free_discounts
      super(MarketDataTest, self).setUp()
  
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 1 for calling the MarketDataTest obj's underlying member method code with example usage: obj.setUp() without return types