class_docstr: Market data snapshot used by pricing library.
docstr: The time of the snapshot.
docstr_tok: ["The","time","of","the","snapshot","."]
code: def time(self) -> datetime.time:
      """The time of the snapshot."""
      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 ProcessedMarketData obj's underlying member method code with example usage: obj.time() without return types