code: def setUp(self):
      self.mean_reversion_1d = 0.03
      self.volatility_1d = 0.01
      self.volatility_time_dep_1d = [0.01, 0.02]
      self.mean_reversion_2d = [0.03, 0.03]
      self.volatility_2d = [0.01, 0.015]
  
      self.exercise_swaption_1 = [
          1.0,
          1.5,
          2.0,
          2.5,
          3.0,
          3.5,
          4.0,
          4.5,
      ]
      self.exercise_swaption_2 = [
          2.0,
          2.5,
          3.0,
          3.5,
          4.0,
          4.5,
          5.0,
          5.0,
      ]
      self.exercise_times = [
          self.exercise_swaption_1,
          self.exercise_swaption_2,
      ]
  
      self.float_leg_start_times_1y = [
          1.0,
          1.5,
          2.0,
          2.5,
          3.0,
          3.5,
          4.0,
          4.5,
      ]
      self.float_leg_start_times_18m = [
          1.5,
          2.0,
          2.5,
          3.0,
          3.5,
          4.0,
          4.5,
          5.0,
      ]
      self.float_leg_start_times_2y = [
          2.0,
          2.5,
          3.0,
          3.5,
          4.0,
          4.5,
          5.0,
          5.0,
      ]
      self.float_leg_start_times_30m = [
          2.5,
          3.0,
          3.5,
          4.0,
          4.5,
          5.0,
          5.0,
          5.0,
      ]
      self.float_leg_start_times_3y = [
          3.0,
          3.5,
          4.0,
          4.5,
          5.0,
          5.0,
          5.0,
          5.0,
      ]
      self.float_leg_start_times_42m = [
          3.5,
          4.0,
          4.5,
          5.0,
          5.0,
          5.0,
          5.0,
          5.0,
      ]
      self.float_leg_start_times_4y = [
          4.0,
          4.5,
          5.0,
          5.0,
          5.0,
          5.0,
          5.0,
          5.0,
      ]
      self.float_leg_start_times_54m = [
          4.5,
          5.0,
          5.0,
          5.0,
          5.0,
          5.0,
          5.0,
          5.0,
      ]
      self.float_leg_start_times_5y = [
          5.0,
          5.0,
          5.0,
          5.0,
          5.0,
          5.0,
          5.0,
          5.0,
      ]
  
      self.float_leg_start_times_swaption_1 = [
          self.float_leg_start_times_1y,
          self.float_leg_start_times_18m,
          self.float_leg_start_times_2y,
          self.float_leg_start_times_30m,
          self.float_leg_start_times_3y,
          self.float_leg_start_times_42m,
          self.float_leg_start_times_4y,
          self.float_leg_start_times_54m,
      ]
  
      self.float_leg_start_times_swaption_2 = [
          self.float_leg_start_times_2y,
          self.float_leg_start_times_30m,
          self.float_leg_start_times_3y,
          self.float_leg_start_times_42m,
          self.float_leg_start_times_4y,
          self.float_leg_start_times_54m,
          self.float_leg_start_times_5y,
          self.float_leg_start_times_5y,
      ]
      self.float_leg_start_times = [
          self.float_leg_start_times_swaption_1,
          self.float_leg_start_times_swaption_2,
      ]
  
      self.float_leg_end_times = np.clip(
          np.array(self.float_leg_start_times) + 0.5, 0.0, 5.0
      )
  
      self.fixed_leg_payment_times = self.float_leg_end_times
      self.float_leg_daycount_fractions = np.array(
          self.float_leg_end_times
      ) - np.array(self.float_leg_start_times)
      self.fixed_leg_daycount_fractions = (
          self.float_leg_daycount_fractions
      )
      self.fixed_leg_coupon = 0.011 * np.ones_like(
          self.fixed_leg_payment_times
      )
      zero_rate_fn = lambda x: 0.01 * tf.ones_like(x)
      self.zero_rate_fn = zero_rate_fn
  
      super(HullWhiteBermudanSwaptionTest, self).setUp()
  
file_path: tf-quant-finance/tf_quant_finance/models/hull_white/bermudan_swaption_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 HullWhiteBermudanSwaptionTest obj's underlying member method code with example usage: obj.setUp() without return types