class_docstr: Interface for interest rate curves.
docstr: Interpolation method used for this discount curve.
docstr_tok: ["Interpolation","method","used","for","this","discount","curve","."]
code: def interpolation_method(
      self,
  ) -> interpolation_method.InterpolationMethod:
      """Interpolation method used for this discount curve."""
      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 5 for calling the RateCurve obj's underlying member method code with example usage: obj.interpolation_method() without return types