class_docstr: Represents a batch of cashflows indexed to a CMS rate.
  
  #### Example:
  ```python
  import numpy as np
  import tensorflow as tf
  import tf_quant_finance as tff
  dates = tff.datetime
  instruments = tff.experimental.instruments
  
  start_date = dates.convert_to_date_tensor([(2021, 1, 1)])
  maturity_date = dates.convert_to_date_tensor([(2023, 1, 1)])
  valuation_date = dates.convert_to_date_tensor([(2021, 1, 1)])
  p3m = dates.periods.months(3)
  p6m = dates.periods.months(6)
  p1y = dates.periods.year()
  fix_spec = instruments.FixedCouponSpecs(
      coupon_frequency=p6m,
      currency='usd',
      notional=1.,
      coupon_rate=0.0,  # Not needed
      daycount_convention=instruments.DayCountConvention.ACTUAL_365,
      businessday_rule=dates.BusinessDayConvention.NONE)
  flt_spec = instruments.FloatCouponSpecs(
      coupon_frequency=p3m,
      reference_rate_term=p3m,
      reset_frequency=p3m,
      currency='usd',
      notional=1.,
      businessday_rule=dates.BusinessDayConvention.NONE,
      coupon_basis=0.,
      coupon_multiplier=1.,
      daycount_convention=instruments.DayCountConvention.ACTUAL_365)
  cms_spec = instruments.CMSCouponSpecs(
      coupon_frequency=p3m,
      tenor=p1y,
      float_leg=flt_spec,
      fixed_leg=fix_spec,
      notional=1.,
      coupon_basis=0.,
      coupon_multiplier=1.,
      businessday_rule=None,
      daycount_convention=instruments.DayCountConvention.ACTUAL_365)
  
  cms = instruments.CMSCashflowStream(
      start_date, maturity_date, [cms_spec], dtype=dtype)
  
  curve_dates = valuation_date + dates.periods.years([0, 1, 2, 3, 5])
  reference_curve = instruments.RateCurve(
      curve_dates,
      np.array([
          0.02, 0.02, 0.025, 0.03, 0.035
      ], dtype=np.float64),
      valuation_date=valuation_date,
      dtype=np.float64)
  market = instruments.InterestRateMarket(
      reference_curve=reference_curve, discount_curve=reference_curve)
  
  price = cms.price(valuation_date, market)
  # Expected result: 55512.6295434207
  ```
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docstr: Computes the convexity adjusted cms rate.
docstr_tok: ["Computes","the","convexity","adjusted","cms","rate","."]
code: def _adjust_convexity(
      self,
      valuation_date,
      market,
      model,
      pricing_context,
      cms_rates,
      discount_factors,
  ):
      """Computes the convexity adjusted cms rate."""
      if model is None:
          return cms_rates
      elif model in (
          rc.InterestRateModelType.LOGNORMAL_SMILE_CONSISTENT_REPLICATION,
          rc.InterestRateModelType.NORMAL_SMILE_CONSISTENT_REPLICATION,
      ):
          return self._convexity_smile_replication(
              valuation_date, market, model, cms_rates, pricing_context
          )
      else:
          level = self._swap.annuity(valuation_date, market, None)
          expiry_time = dates.daycount_actual_365_fixed(
              start_date=valuation_date,
              end_date=self._coupon_start_dates,
              dtype=self._dtype,
          )
          with tf.GradientTape() as g:
              g.watch(cms_rates)
              fx = self._fs(cms_rates)
          dfx = tf.squeeze(g.gradient(fx, cms_rates))
          swap_vol = tf.convert_to_tensor(
              pricing_context, dtype=self._dtype
          )
          if model == rc.InterestRateModelType.LOGNORMAL_RATE:
              cms_rates = (
                  cms_rates
                  + dfx
                  * level
                  * (cms_rates**2)
                  * (tf.math.exp(swap_vol**2 * expiry_time) - 1.0)
                  / discount_factors
              )
          else:
              cms_rates = (
                  cms_rates
                  + dfx
                  * level
                  * (swap_vol**2 * expiry_time)
                  / discount_factors
              )
          return cms_rates
  
imports: import itertools
  import tensorflow.compat.v2
  import tensorflow_probability
  from tf_quant_finance import black_scholes
  from tf_quant_finance import datetime
  from tf_quant_finance.experimental.instruments import cashflow_stream
  from tf_quant_finance.experimental.instruments import interest_rate_swap
  from tf_quant_finance.experimental.instruments import rates_common
  from tf_quant_finance.math import integration
label_desc: Use image node_id 3 for calling the CMSCashflowStream obj's underlying member method code with example usage: obj._adjust_convexity(valuation_date, market, model, pricing_context, cms_rates, discount_factors) and returns: cms_rates, self, cms_rates