class_docstr: Interface for interest rate curves.
docstr: Discount rates at the interpolation nodes.
docstr_tok: ["Discount","rates","at","the","interpolation","nodes","."]
code: def discount_rate_nodes(self) -> types.FloatTensor:
      """Discount rates at the interpolation nodes."""
      pass
  
imports: import abc
  import datetime
  from typing import Any, List, Tuple, Callable, Optional
  import tensorflow.compat.v2
  from tf_quant_finance.experimental.pricing_platform.framework.core import curve_types
  from tf_quant_finance.experimental.pricing_platform.framework.core import daycount_conventions
  from tf_quant_finance.experimental.pricing_platform.framework.core import implied_volatility_type
  from tf_quant_finance.experimental.pricing_platform.framework.core import interpolation_method
  from tf_quant_finance.experimental.pricing_platform.framework.core import types
label_desc: Use image node_id 9 for calling the RateCurve obj's underlying member method code with example usage: obj.discount_rate_nodes() without return types