class_docstr: Market data snapshot used by pricing library.
docstr: The forward curve of the asset prices object.
docstr_tok: ["The","forward","curve","of","the","asset","prices","object","."]
code: def forward_curve(self, asset: str) -> RateCurve:
      """The forward curve of the asset prices object."""
      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 7 for calling the ProcessedMarketData obj's underlying member method code with example usage: obj.forward_curve(asset) without return types