code: def test_irs_correctness_scalar_spec(self):
      dtype = np.float64
      notional = 1.0
  
      period3m = dates.periods.months(3)
      period6m = dates.periods.months(6)
      fix_spec = instruments.FixedCouponSpecs(
          coupon_frequency=period6m,
          currency="usd",
          notional=notional,
          coupon_rate=0.03134,
          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(
          self.start_date,
          self.maturity_date,
          fix_spec,
          flt_spec,
          dtype=dtype,
      )
  
      price = self.evaluate(
          swap.price(self.valuation_date, self.get_market())
      )
      np.testing.assert_allclose(price, 1.0e-7, 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 4 for calling the InterestRateSwapTest obj's underlying member method code with example usage: obj.test_irs_correctness_scalar_spec() without return types