class_docstr: Interface for implied volatility surface.
docstr: Expiry dates at which the implied volatilities are specified.
docstr_tok: ["Expiry","dates","at","which","the","implied","volatilities","are","specified","."]
code: def node_expiries(self) -> types.DateTensor:
      """Expiry dates at which the implied volatilities are specified."""
      return self._expiries
  
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 3 for calling the VolatilitySurface obj's underlying member method code with example usage: obj.node_expiries() and returns: self