class_docstr: Represents a batch of fixed stream of cashflows.
  
  #### Example:
  The following example illustrates the construction of an FixedCashflowStream
  and calculating its present value.
  
  ```python
  import numpy as np
  import tensorflow as tf
  import tf_quant_finance as tff
  dates = tff.datetime
  instruments = tff.experimental.instruments
  rc = tff.experimental.instruments.rates_common
  
  dtype = np.float64
  start_date = dates.convert_to_date_tensor([(2020, 2, 2)])
  maturity_date = dates.convert_to_date_tensor([(2023, 2, 2)])
  valuation_date = dates.convert_to_date_tensor([(2020, 2, 2)])
  period_6m = dates.periods.months(6)
  fix_spec = instruments.FixedCouponSpecs(
              coupon_frequency=period_6m, currency='usd',
              notional=1.e6, coupon_rate=0.03134,
              daycount_convention=rc.DayCountConvention.ACTUAL_365,
              businessday_rule=dates.BusinessDayConvention.NONE)
  
  cf_stream = instruments.FixedCashflowStream([start_date], [maturity_date],
                                              [fix_spec], dtype=dtype)
  
  curve_dates = valuation_date + dates.periods.years([1, 2, 3, 5, 7, 10, 30])
  reference_curve = instruments.RateCurve(
      curve_dates,
      np.array([
        0.02834814, 0.03077457, 0.03113739, 0.03130794, 0.03160892,
        0.03213901, 0.03257991
        ], dtype=dtype),
      dtype=dtype)
  market = instruments.InterestRateMarket(
      reference_curve=reference_curve, discount_curve=reference_curve)
  
  price = cf_stream.price(valuation_date, market)
  # Expected result: 89259.267853547
  ```
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code: def contract_index(self):
      return self._contract_index
  
imports: import tensorflow.compat.v2
  from tf_quant_finance import datetime
  from tf_quant_finance.experimental.instruments import rates_common
label_desc: Use image node_id 4 for calling the FixedCashflowStream obj's underlying member method code with example usage: obj.contract_index() and returns: self