class_docstr: Interface for implied volatility surface.
docstr: Rate terms corresponding to the specified implied volatilities.
docstr_tok: ["Rate","terms","corresponding","to","the","specified","implied","volatilities","."]
code: def node_terms(self) -> types.Period:
      """Rate terms corresponding to the specified implied volatilities."""
      return self._terms
  
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 5 for calling the VolatilitySurface obj's underlying member method code with example usage: obj.node_terms() and returns: self