code: def setUp(self):
      self._pay_notional = 1000000
      self._receive_notional = 1200000
      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=self._pay_notional
                  ),
                  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=self._receive_notional
                  ),
                  floating_rate_type=RateIndex(type="LIBOR_3M"),
                  daycount_convention=DayCountConventions.ACTUAL_360(),
                  business_day_convention=BusinessDayConvention.MODIFIED_FOLLOWING(),
                  settlement_days=2,
              )
          ),
      )
      self._swap_2 = ir_swap.InterestRateSwap(
          effective_date=date_pb2.Date(year=2019, month=10, day=8),
          maturity_date=date_pb2.Date(year=2031, month=4, day=27),
          currency=Currency.CAD(),
          receive_leg=ir_swap.SwapLeg(
              fixed_leg=ir_swap.FixedLeg(
                  currency=Currency.CAD(),
                  coupon_frequency=period_pb2.Period(
                      type="MONTH", amount=3
                  ),
                  notional_amount=decimal_pb2.Decimal(
                      units=self._receive_notional
                  ),
                  fixed_rate=decimal_pb2.Decimal(nanos=31340000),
                  daycount_convention=DayCountConventions.ACTUAL_360(),
                  business_day_convention=BusinessDayConvention.MODIFIED_FOLLOWING(),
                  settlement_days=2,
              )
          ),
          pay_leg=ir_swap.SwapLeg(
              floating_leg=ir_swap.FloatingLeg(
                  currency=Currency.CAD(),
                  coupon_frequency=period_pb2.Period(
                      type="MONTH", amount=3
                  ),
                  reset_frequency=period_pb2.Period(
                      type="MONTH", amount=3
                  ),
                  notional_amount=decimal_pb2.Decimal(
                      units=self._pay_notional
                  ),
                  floating_rate_type=RateIndex(type="LIBOR_3M"),
                  daycount_convention=DayCountConventions.ACTUAL_360(),
                  business_day_convention=BusinessDayConvention.MODIFIED_FOLLOWING(),
                  settlement_days=2,
              )
          ),
      )
      super(ProtoUtilsTest, self).setUp()
  
file_path: tf-quant-finance/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/proto_utils_test.py
imports: import tensorflow.compat.v2
  import tf_quant_finance
  from tf_quant_finance.experimental.pricing_platform.framework.rate_instruments.interest_rate_swap 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