code: def test_irs_correctness_batch(self):
      dtype = np.float64
      notional = 1.0
      maturity_date = dates.convert_to_date_tensor(
          [(2023, 2, 8), (2027, 2, 8)]
      )
      start_date = dates.convert_to_date_tensor(
          [(2020, 2, 8), (2020, 2, 8)]
      )
  
      period3m = dates.periods.months([3, 3])
      period6m = dates.periods.months([6, 6])
      fix_spec = instruments.FixedCouponSpecs(
          coupon_frequency=period6m,
          currency="usd",
          notional=notional,
          coupon_rate=[0.03134, 0.03181],
          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, flt_spec, dtype=dtype
      )
  
      price = self.evaluate(
          swap.price(self.valuation_date, self.get_market())
      )
      np.testing.assert_allclose(price, [1.0e-7, 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 5 for calling the InterestRateSwapTest obj's underlying member method code with example usage: obj.test_irs_correctness_batch() without return types