class_docstr: Market data snapshot used by pricing library.
docstr: The yield curve object.
docstr_tok: ["The","yield","curve","object","."]
code: def yield_curve(self, curve_type: curve_types.CurveType) -> RateCurve:
      """The yield curve 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 3 for calling the ProcessedMarketData obj's underlying member method code with example usage: obj.yield_curve(curve_type) without return types