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]
  
      super(HJMBondOptionTest, self).setUp()
  
file_path: tf-quant-finance/tf_quant_finance/models/hjm/zero_coupon_bond_option_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 HJMBondOptionTest obj's underlying member method code with example usage: obj.setUp() without return types