class_docstr: Market data snapshot used by pricing library.
docstr: The spot price of an asset.
docstr_tok: ["The","spot","price","of","an","asset","."]
code: def spot(self, asset: str, data: types.DateTensor) -> tf.Tensor:
      """The spot price of 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 5 for calling the ProcessedMarketData obj's underlying member method code with example usage: obj.spot(asset, data) without return types