class_docstr: Interface for interest rate curves.
docstr: Daycount convention.
docstr_tok: ["Daycount","convention","."]
code: def daycount_convention(self) -> types.DayCountConventionsProtoType:
      """Daycount convention."""
      raise NotImplementedError
  
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 11 for calling the RateCurve obj's underlying member method code with example usage: obj.daycount_convention() without return types