class_docstr: Interface for interest rate curves.
docstr: Returns the discount factor to a specified set of dates.
  
  Args:
    date: Optional input specifying the dates at which to evaluate the
      discount factors. The function expects either `date` or `time` to be
      specified.
    time: Optional input specifying the times at which to evaluate the
      discount factors. The function expects either `date` or `time` to be
      specified.
    **kwargs: The context object, e.g., curve_type.
  
  Returns:
    A `Tensor` of the same shape as `dates` with the corresponding discount
    factors.
docstr_tok: ["Returns","the","discount","factor","to","a","specified","set","of","dates",".","Args",":","date",":","Optional","input","specifying","the","dates","at","which","to","evaluate","the","discount","factors",".","The","function","expects","either","`","date","`","or","`","time","`","to","be","specified",".","time",":","Optional","input","specifying","the","times","at","which","to","evaluate","the","discount","factors",".","The","function","expects","either","`","date","`","or","`","time","`","to","be","specified",".","*","*","kwargs",":","The","context","object",",","e.g.",",","curve_type",".","Returns",":","A","`","Tensor","`","of","the","same","shape","as","`","dates","`","with","the","corresponding","discount","factors","."]
code: def discount_factor(
      self,
      date: Optional[types.DateTensor] = None,
      time: Optional[types.FloatTensor] = None,
      **kwargs,
  ) -> tf.Tensor:
      """Returns the discount factor to a specified set of dates.
  
      Args:
        date: Optional input specifying the dates at which to evaluate the
          discount factors. The function expects either `date` or `time` to be
          specified.
        time: Optional input specifying the times at which to evaluate the
          discount factors. The function expects either `date` or `time` to be
          specified.
        **kwargs: The context object, e.g., curve_type.
  
      Returns:
        A `Tensor` of the same shape as `dates` with the corresponding discount
        factors.
      """
      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 1 for calling the RateCurve obj's underlying member method code with example usage: obj.discount_factor(date, time) without return types