code: def test_cms_stream_past_fixing(self, dtype):
      start_date = dates.convert_to_date_tensor([(2021, 1, 1)])
      maturity_date = dates.convert_to_date_tensor([(2023, 1, 1)])
      valuation_date = dates.convert_to_date_tensor([(2021, 1, 10)])
  
      cms = instruments.CMSCashflowStream(
          start_date,
          maturity_date,
          [self.get_cms_coupon_spec(0.0)],
          dtype=dtype,
      )
  
      curve_date = dates.convert_to_date_tensor([(2021, 1, 1)])
      curve_dates = curve_date + dates.periods.years([0, 1, 2, 3, 5])
      reference_curve = instruments.RateCurve(
          curve_dates,
          np.array([0.02, 0.02, 0.025, 0.03, 0.035], dtype=np.float64),
          valuation_date=curve_date,
          dtype=np.float64,
      )
      market = instruments.InterestRateMarket(
          reference_curve=reference_curve,
          discount_curve=reference_curve,
          swap_rate=0.01,
      )
  
      price = self.evaluate(cms.price(valuation_date, market))
      np.testing.assert_allclose(price, 0.053034387186703995, atol=1e-7)
  
file_path: tf-quant-finance/tf_quant_finance/experimental/instruments/cms_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 4 for calling the CMSSwapTest obj's underlying member method code with example usage: obj.test_cms_stream_past_fixing(dtype) without return types