docstr: Creates swap from proto and tests pricing method with supplied fixings.
      
docstr_tok: ["Creates","swap","from","proto","and","tests","pricing","method","with","supplied","fixings","."]
code: def test_price_with_fixings(self):
      """Creates swap from proto and tests pricing method with supplied fixings."""
      fixing_dates = [
          (2019, 10, 3),
          (2020, 1, 3),
          (2020, 4, 7),
          (2020, 5, 3),
      ]
      fixing_rates = [0.01, 0.02, 0.03, 0.025]
      market_data_dict = self._market_data_dict
      market_data_dict["rates"]["USD"]["LIBOR_3M"][
          "fixing_dates"
      ] = fixing_dates
      market_data_dict["rates"]["USD"]["LIBOR_3M"][
          "fixing_rates"
      ] = fixing_rates
      market_data_dict["rates"]["USD"]["LIBOR_3M"][
          "fixing_daycount"
      ] = "ACTUAL_365"
      market = market_data.MarketDataDict(market_data_dict)
      swaps = interest_rate_swap.InterestRateSwap.from_protos(
          [self._swap_1, self._swap_2, self._swap_1]
      )
      with self.subTest("Batching"):
          self.assertLen(swaps, 1)
      price1 = swaps[0].price(market)
      expected1 = np.array(
          [9543.57776645, 8456.63557949, 9543.57776645]
      )
      with self.subTest("PriceBatch"):
          self.assertAllClose(price1, expected1)
  
file_path: tf-quant-finance/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/interest_rate_swap_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 3 for calling the InterestRateSwapTest obj's underlying member method code with example usage: obj.test_price_with_fixings() without return types