class_docstr: Interface for interest rate curves.
docstr: Returns the simply accrued forward rate between dates.
  
  Args:
    start_date: A `DateTensor` specifying the start of the accrual period
      for the forward rate. The function expects either `start_date` or
      `start_time` to be specified.
    end_date: A `DateTensor` specifying the end of the accrual period
      for the forward rate. The shape of `end_date` must be broadcastable
      with the shape of `start_date`. The function expects either `end_date`
      or `end_time` to be specified.
    start_time: A real `Tensor` specifying the start of the accrual period
      for the forward rate. The function expects either `start_date` or
      `start_time` to be specified.
    end_time: A real `Tensor` specifying the end of the accrual period
      for the forward rate. The shape of `end_date` must be broadcastable
      with the shape of `start_date`. The function expects either `end_date`
      or `end_time` to be specified.
    **kwargs: The context object, e.g., curve_type.
  
  Returns:
    A `Tensor` with the corresponding forward rates.
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code: def forward_rate(
      self,
      start_date: Optional[types.DateTensor] = None,
      end_date: Optional[types.DateTensor] = None,
      start_time: Optional[types.FloatTensor] = None,
      end_time: Optional[types.FloatTensor] = None,
      **kwargs,
  ) -> tf.Tensor:
      """Returns the simply accrued forward rate between dates.
  
      Args:
        start_date: A `DateTensor` specifying the start of the accrual period
          for the forward rate. The function expects either `start_date` or
          `start_time` to be specified.
        end_date: A `DateTensor` specifying the end of the accrual period
          for the forward rate. The shape of `end_date` must be broadcastable
          with the shape of `start_date`. The function expects either `end_date`
          or `end_time` to be specified.
        start_time: A real `Tensor` specifying the start of the accrual period
          for the forward rate. The function expects either `start_date` or
          `start_time` to be specified.
        end_time: A real `Tensor` specifying the end of the accrual period
          for the forward rate. The shape of `end_date` must be broadcastable
          with the shape of `start_date`. The function expects either `end_date`
          or `end_time` to be specified.
        **kwargs: The context object, e.g., curve_type.
  
      Returns:
        A `Tensor` with the corresponding forward rates.
      """
      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 2 for calling the RateCurve obj's underlying member method code with example usage: obj.forward_rate(start_date, end_date, start_time, end_time) without return types