code: def get_market(self):
      val_date = dates.convert_to_date_tensor(self.valuation_date)
      curve_dates = val_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=val_date,
          dtype=np.float64,
      )
      market = instruments.InterestRateMarket(
          reference_curve=reference_curve,
          discount_curve=reference_curve,
      )
      return market
  
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 2 for calling the InterestRateSwapTest obj's underlying member method code with example usage: obj.get_market() and returns: market