code: def setUp(self):
      self.mean_reversion_1d = 0.03
      self.volatility_1d = 0.02
      self.volatility_time_dep_1d = [0.01, 0.02]
      self.mean_reversion_2d = [0.03, 0.03]
      self.volatility_2d = [0.02, 0.02]
  
      self.expiries = np.array(1.0)
      self.float_leg_start_times = np.array([1.0, 1.25, 1.5, 1.75])
      self.float_leg_end_times = np.array([1.25, 1.5, 1.75, 2.0])
      self.fixed_leg_payment_times = np.array([1.25, 1.5, 1.75, 2.0])
      self.float_leg_daycount_fractions = 0.25 * np.ones_like(
          self.float_leg_start_times
      )
      self.fixed_leg_daycount_fractions = 0.25 * np.ones_like(
          self.fixed_leg_payment_times
      )
      self.fixed_leg_coupon = 0.011 * np.ones_like(
          self.fixed_leg_payment_times
      )
  
      self.expiries_1d = np.array([1.0, 1.0])
      self.float_leg_start_times_1d = np.array(
          [[1.0, 1.25, 1.5, 1.75], [1.0, 1.25, 1.5, 1.75]]
      )
      self.float_leg_end_times_1d = np.array(
          [[1.25, 1.5, 1.75, 2.0], [1.25, 1.5, 1.75, 2.0]]
      )
      self.fixed_leg_payment_times_1d = np.array(
          [[1.25, 1.5, 1.75, 2.0], [1.25, 1.5, 1.75, 2.0]]
      )
      self.float_leg_daycount_fractions_1d = 0.25 * np.ones_like(
          self.float_leg_start_times_1d
      )
      self.fixed_leg_daycount_fractions_1d = 0.25 * np.ones_like(
          self.fixed_leg_payment_times_1d
      )
      self.fixed_leg_coupon_1d = 0.011 * np.ones_like(
          self.fixed_leg_payment_times_1d
      )
  
      self.expiries_2d = np.array([[0.5, 1.5], [1.0, 1.25]])
      self.float_leg_start_times_2d = np.array(
          [
              [[1.0, 1.25, 1.5, 1.75], [1.0, 1.25, 1.5, 1.75]],
              [[1.0, 1.25, 1.5, 1.75], [1.0, 1.25, 1.5, 1.75]],
          ]
      )
      self.float_leg_end_times_2d = np.array(
          [
              [[1.25, 1.5, 1.75, 2.0], [1.25, 1.5, 1.75, 2.0]],
              [[1.25, 1.5, 1.75, 2.0], [1.25, 1.5, 1.75, 2.0]],
          ]
      )
      self.fixed_leg_payment_times_2d = np.array(
          [
              [[1.25, 1.5, 1.75, 2.0], [1.25, 1.5, 1.75, 2.0]],
              [[1.25, 1.5, 1.75, 2.0], [1.25, 1.5, 1.75, 2.0]],
          ]
      )
      self.float_leg_daycount_fractions_2d = 0.25 * np.ones_like(
          self.float_leg_start_times_2d
      )
      self.fixed_leg_daycount_fractions_2d = 0.25 * np.ones_like(
          self.fixed_leg_payment_times_2d
      )
      self.fixed_leg_coupon_2d = 0.011 * np.ones_like(
          self.fixed_leg_payment_times_2d
      )
  
      def zero_rate_fn(t):
          return 0.01 * tf.ones_like(t)
  
      self.zero_rate_fn = zero_rate_fn
  
      super(HullWhiteSwaptionTest, self).setUp()
  
file_path: tf-quant-finance/tf_quant_finance/models/hull_white/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 HullWhiteSwaptionTest obj's underlying member method code with example usage: obj.setUp() and returns: unknown