code: def test_fixings(self, fixing_dates, fixing_rates, expected_fixings):
      market_data_dict = self._market_data_dict
      market_data_dict["rates"]["USD"]["LIBOR_3M"][
          "fixing_dates"
      ] = fixing_dates
      market_data_dict["rates"]["USD"]["LIBOR_3M"][
          "fixing_rates"
      ] = fixing_rates
      market_data_dict["rates"]["USD"]["LIBOR_3M"][
          "fixing_daycount"
      ] = "ACTUAL_365"
      market = market_data.MarketDataDict(market_data_dict)
      coupon_spec = coupon_specs.FloatCouponSpecs(
          currency=core.currencies.Currency.USD,
          reset_frequency=tff.datetime.periods.months(3),
          coupon_frequency=tff.datetime.periods.months(3),
          notional_amount=100,
          floating_rate_type=core.rate_indices.RateIndex(
              type="LIBOR_3M"
          ),
          daycount_convention=daycount_conventions.DayCountConventions.ACTUAL_360,
          businessday_rule=business_days.BusinessDayConvention.FOLLOWING,
          settlement_days=0,
          spread=0.0,
          calendar=business_days.BankHolidays.US,
      )
      cashflow_stream = cashflow_streams.FloatingCashflowStream(
          coupon_spec=coupon_spec,
          discount_curve_type=core.curve_types.RateIndexCurve(
              currency=core.currencies.Currency.USD,
              index=core.rate_indices.RateIndex(type="LIBOR_3M"),
          ),
          start_date=[[2020, 5, 2], [2020, 6, 4], [2020, 8, 1]],
          end_date=[[2020, 10, 2], [2020, 9, 1], [2021, 3, 1]],
          dtype=tf.float64,
      )
  
      _, forward_rates = cashflow_stream.forward_rates(market)
      with self.subTest("ForwardRateShape"):
          self.assertAllEqual(forward_rates.shape, [3, 5])
      forward_rates = self.evaluate(forward_rates)
      with self.subTest("PastFixings"):
          self.assertAllClose(forward_rates[:, 1], expected_fixings)
      with self.subTest("NextForwards"):
          self.assertAllClose(
              forward_rates[:, 2], [0.07008059, 0.0, 0.04494299]
          )
  
file_path: tf-quant-finance/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/cashflow_streams_test.py
imports: from absl.testing import parameterized
  import tensorflow.compat.v2
  import tf_quant_finance
  from tensorflow.python.framework import test_util
label_desc: Use image node_id 2 for calling the CashflowStreamsTest obj's underlying member method code with example usage: obj.test_fixings(fixing_dates, fixing_rates, expected_fixings) without return types