class_docstr: Interface for interest rate curves.
docstr: Returns discount factors and dates at which the discount curve is fitted.
      
docstr_tok: ["Returns","discount","factors","and","dates","at","which","the","discount","curve","is","fitted","."]
code: def discount_factors_and_dates(
      self,
  ) -> Tuple[types.FloatTensor, types.DateTensor]:
      """Returns discount factors and dates at which the discount curve is fitted."""
      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 6 for calling the RateCurve obj's underlying member method code with example usage: obj.discount_factors_and_dates() without return types