class_docstr: Market data snapshot used by pricing library.
docstr: The volatility surface object for an asset.
docstr_tok: ["The","volatility","surface","object","for","an","asset","."]
code: def volatility_surface(self, asset: str) -> VolatilitySurface:
      """The volatility surface object for an asset."""
      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 6 for calling the ProcessedMarketData obj's underlying member method code with example usage: obj.volatility_surface(asset) without return types