class_docstr: Market data snapshot used by pricing library.
docstr: Returns past fixings of the market rates at the specified dates.
docstr_tok: ["Returns","past","fixings","of","the","market","rates","at","the","specified","dates","."]
code: def fixings(
      self,
      date: types.DateTensor,
      fixing_type: curve_types.RateIndexCurve,
  ) -> Tuple[tf.Tensor, daycount_conventions.DayCountConventions]:
      """Returns past fixings of the market rates at the specified dates."""
      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 4 for calling the ProcessedMarketData obj's underlying member method code with example usage: obj.fixings(date, fixing_type) without return types