code: def setUp(self):
      self.prices = np.array(
          [0.316698, 0.626963, 1.228723, 0.477992, 0.945398, 1.849399]
      )
      self.expiries = np.array([0.5, 0.5, 0.5, 1.0, 1.0, 1.0])
      self.float_leg_start_times = np.array(
          [
              [0.5, 1.0, 1.0, 1.0],  # 6M x 6M
              [0.5, 1.0, 1.5, 1.5],  # 6M x 1Y
              [0.5, 1.0, 1.5, 2.0],  # 6M x 2Y
              [1.0, 1.5, 1.5, 1.5],  # 1Y x 6M
              [1.0, 1.5, 2.0, 2.0],  # 1Y x 1Y
              [1.0, 1.5, 2.0, 2.5],  # 1Y x 2Y
          ]
      )
      self.float_leg_end_times = self.float_leg_start_times + 0.5
      max_maturities = np.array([1.0, 1.5, 2.5, 1.5, 2.0, 3.0])
      for i in range(self.float_leg_end_times.shape[0]):
          self.float_leg_end_times[i] = np.clip(
              self.float_leg_end_times[i], 0.0, max_maturities[i]
          )
  
      self.fixed_leg_payment_times = self.float_leg_end_times
      self.float_leg_daycount_fractions = (
          self.float_leg_end_times - self.float_leg_start_times
      )
      self.fixed_leg_daycount_fractions = (
          self.float_leg_daycount_fractions
      )
      self.fixed_leg_coupon = 0.01 * np.ones_like(
          self.fixed_leg_payment_times
      )
  
      super(HJMCalibrationTest, self).setUp()
  
file_path: tf-quant-finance/tf_quant_finance/models/hjm/calibration_xla_test.py
imports: from absl.testing import parameterized
  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 HJMCalibrationTest obj's underlying member method code with example usage: obj.setUp() without return types