class_docstr: Interface for implied volatility surface.
docstr: Returns the type of implied volatility.
docstr_tok: ["Returns","the","type","of","implied","volatility","."]
code: def volatility_type(
      self,
  ) -> implied_volatility_type.ImpliedVolatilityType:
      """Returns the type of implied volatility."""
      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 2 for calling the VolatilitySurface obj's underlying member method code with example usage: obj.volatility_type() without return types