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, 0.06]
      self.volatility_2d = [0.02, 0.01]
  
      self.expiries = np.array([0.0, 0.25, 0.5, 0.75])
      self.maturities = np.array([0.25, 0.5, 0.75, 1.0])
      self.strikes = 0.01 * np.ones_like(self.expiries)
      self.daycount_fractions = 0.25 * np.ones_like(self.expiries)
  
      super(HJMCapFloorTest, self).setUp()
  
file_path: tf-quant-finance/tf_quant_finance/models/hjm/cap_floor_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 1 for calling the HJMCapFloorTest obj's underlying member method code with example usage: obj.setUp() without return types