code: def test_irs_parrate_many(self):
      dtype = np.float64
      notional = 1.0
      maturity_date = dates.convert_to_date_tensor(
          [(2023, 2, 8), (2025, 2, 8)]
      )
      start_date = dates.convert_to_date_tensor(
          [(2020, 2, 8), (2020, 2, 8)]
      )
      valuation_date = dates.convert_to_date_tensor([(2020, 2, 8)])
  
      period3m = dates.periods.months(3)
      period6m = dates.periods.months(6)
      fix_spec = instruments.FixedCouponSpecs(
          coupon_frequency=period6m,
          currency="usd",
          notional=notional,
          coupon_rate=0.0,
          daycount_convention=instruments.DayCountConvention.ACTUAL_365,
          businessday_rule=dates.BusinessDayConvention.NONE,
      )
      flt_spec = instruments.FloatCouponSpecs(
          coupon_frequency=period3m,
          reference_rate_term=period3m,
          reset_frequency=period3m,
          currency="usd",
          notional=notional,
          businessday_rule=dates.BusinessDayConvention.NONE,
          coupon_basis=0.0,
          coupon_multiplier=1.0,
          daycount_convention=instruments.DayCountConvention.ACTUAL_365,
      )
  
      swap = instruments.InterestRateSwap(
          start_date,
          maturity_date,
          [fix_spec, fix_spec],
          [flt_spec, flt_spec],
          dtype=dtype,
      )
  
      curve_dates = valuation_date + dates.periods.years(
          [1, 2, 3, 5, 7, 10, 30]
      )
  
      reference_curve = instruments.RateCurve(
          curve_dates,
          np.array(
              [
                  0.02834814,
                  0.03077457,
                  0.03113739,
                  0.03130794,
                  0.03160892,
                  0.03213901,
                  0.03257991,
              ],
              dtype=np.float64,
          ),
          valuation_date=valuation_date,
          dtype=np.float64,
      )
      market = instruments.InterestRateMarket(
          reference_curve=reference_curve,
          discount_curve=reference_curve,
      )
  
      price = self.evaluate(swap.par_rate(valuation_date, market))
      np.testing.assert_allclose(price, [0.03134, 0.03152], atol=1e-6)
  
file_path: tf-quant-finance/tf_quant_finance/experimental/instruments/interest_rate_swap_test.py
imports: import numpy
  import tensorflow.compat.v2
  import tf_quant_finance
  from tensorflow.python.framework import test_util
label_desc: Use image node_id 7 for calling the InterestRateSwapTest obj's underlying member method code with example usage: obj.test_irs_parrate_many() without return types