Are there non-static equivalents to MSTest's [ClassCleanup] & [ClassInitialize]?

Question

Are there non-static equivalents to MSTest's [ClassCleanup] & [ClassInitialize]?

I am using MSTest for some system/integration level tests, and I don't want to have to worry about cleaning & initializing the connection in the tests.

Example Code:

[TestClass]
public class DefectCreatorTest
{
    private long _cookie;
    private soapcgi _soap;

    [ClassInitialize]
    public void Initialize()
    {
        _soap = new soapcgi {Url = "http://localhost:80/scripts/soapcgi.exe"};
        _cookie = Transaction.Login(_soap);
    }

    [ClassCleanup]
    public void TearDown()
    {
        Transaction.Logout(_cookie, _soap);
    }

    [TestMethod]
    public void CreateDefectTest()
    {
        var result = _soap.Foo();
        Assert.AreEqual("bar", result);
    }
}