code: def test_fut_many(self, dtype):
      cal = dates.create_holiday_calendar(
          weekend_mask=dates.WeekendMask.NONE
      )
  
      start_date = dates.convert_to_date_tensor(
          [(2020, 5, 1), (2020, 5, 1)]
      )
      end_date = dates.convert_to_date_tensor(
          [(2020, 5, 31), (2020, 5, 31)]
      )
      valuation_date = dates.convert_to_date_tensor([(2020, 2, 8)])
      indexfuture = instruments.OvernightIndexLinkedFutures(
          start_date,
          end_date,
          holiday_calendar=cal,
          averaging_type=instruments.AverageType.COMPOUNDING,
          dtype=dtype,
      )
  
      curve_dates = valuation_date + dates.periods.months([1, 2, 6])
      reference_curve = instruments.RateCurve(
          curve_dates,
          np.array([0.02, 0.025, 0.015], dtype=dtype),
          valuation_date=valuation_date,
          dtype=dtype,
      )
      market = tff.experimental.instruments.InterestRateMarket(
          reference_curve=reference_curve, discount_curve=None
      )
  
      price = self.evaluate(indexfuture.price(valuation_date, market))
      np.testing.assert_allclose(
          price, [98.64101997, 98.64101997], atol=1e-6
      )
  
file_path: tf-quant-finance/tf_quant_finance/experimental/instruments/overnight_index_linked_futures_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 5 for calling the OvernightIndexLinkedFuturesTest obj's underlying member method code with example usage: obj.test_fut_many(dtype) without return types