Add class on li using wp_nav_menu()

Sometimes when we are implementing our menu in front-end using wp_nav_menu() function, we need to modify it in different way. Here we are discussing about adding class in each li comes under the ul.
For example we are having this structure to implement :

<ul>
<li class="test_class">your value 1</li>
<li class="test_class">your value 2</li>
<li class="test_class">your value 3</li>
<li class="test_class">your value 4</li>
<li class="test_class">your value 5</li>
</ul>

To implement above html in exact way we need to write :

<?php wp_nav_menu( array('menu' => 'your_menu_name','container'=> '','items_wrap'=>'<ul>%3$s</ul>')); ?>

And put the below mentioned code in your function.php file to add class in your each li :

<?php
function add_classes_on_li($classes, $item, $args) {
  $classes[] = 'test_class';
  return $classes;
}
add_filter('nav_menu_css_class','add_classes_on_li',1,3);
?>

In this way your class “test_class” will be in all of your li in output.