class_docstr: Represents a batch of American Equity Options.
  
  An American equity option is a contract that gives the holder an opportunity
  to buy (call) or sell (put) an equity for a predefined value (strike) at
  any date before the expiry.
  
  The AmericanOption class can be used to create and price multiple options
  simultaneously.
  
  #### Example:
  The following example illustrates the construction of a batch of American
  options and pricing them.
  
  ```None
  american_option_proto = american_option_pb2.AmericanEquityOption(
      short_position=True,
      expiry_date=date_pb2.Date(year=2022, month=5, day=21),
      contract_amount=decimal_pb2.Decimal(units=10000),
      strike=decimal_pb2.Decimal(units=1500),
      equity="GOOG",
      currency=Currency.USD(),
      business_day_convention=BusinessDayConvention.MODIFIED_FOLLOWING(),
      is_call_option=False)
  
  market = market_data.MarketDataDict(...)
  am_option_portfolio = AmericanOption.from_protos([american_option_proto])
  am_option_portfolio[0].price(market)
  ```
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docstr: Computes delta wrt to the curve parallel perturbation.
docstr_tok: ["Computes","delta","wrt","to","the","curve","parallel","perturbation","."]
code: def ir_delta_parallel(
      self,
      processed_market_data: pmd.ProcessedMarketData,
      curve_type: Optional[curve_types_lib.CurveType] = None,
      shock_size: Optional[float] = None,
  ) -> tf.Tensor:
      """Computes delta wrt to the curve parallel perturbation."""
      raise NotImplementedError("Coming soon.")
  
imports: from typing import Any, Optional, List, Dict, Union, Tuple
  import dataclasses
  import tensorflow.compat.v2
  from tf_quant_finance import datetime
  from tf_quant_finance.experimental.pricing_platform.framework.core import curve_types
  from tf_quant_finance.experimental.pricing_platform.framework.core import instrument
  from tf_quant_finance.experimental.pricing_platform.framework.core import processed_market_data
  from tf_quant_finance.experimental.pricing_platform.framework.core import types
  from tf_quant_finance.experimental.pricing_platform.framework.equity_instruments import utils
  from tf_quant_finance.experimental.pricing_platform.framework.equity_instruments.american_option import proto_utils
  from tf_quant_finance.experimental.pricing_platform.framework.equity_instruments.american_option import utils
  from tf_quant_finance.experimental.pricing_platform.framework.market_data import utils
  from tf_quant_finance.experimental.pricing_platform.framework.rate_instruments import cashflow_streams
  from tf_quant_finance.experimental.pricing_platform.instrument_protos import american_equity_option_pb2
label_desc: Use image node_id 9 for calling the AmericanOption obj's underlying member method code with example usage: obj.ir_delta_parallel(processed_market_data, curve_type, shock_size) without return types