class_docstr: Represents an interest rate curve.
docstr: Returns discount factors at `interpolation_dates`.
docstr_tok: ["Returns","discount","factors","at","`","interpolation_dates","`","."]
code: def get_discount_factor(self, interpolation_dates):
      """Returns discount factors at `interpolation_dates`."""
  
      idates = dates.convert_to_date_tensor(interpolation_dates)
      times = self._get_time(idates)
      return tf.math.exp(-self.get_rates(idates) * times)
  
file_path: tf-quant-finance/tf_quant_finance/experimental/instruments/rate_curve.py
imports: import tensorflow.compat.v2
  from tf_quant_finance import datetime
  from tf_quant_finance.math.interpolation import linear
label_desc: Use image node_id 3 for calling the RateCurve obj's underlying member method code with example usage: obj.get_discount_factor(interpolation_dates) and returns: tf