class_docstr: Interface for implied volatility surface.
docstr: Returns the interpolated volatility on a specified set of expiries.
  
  Args:
    strike: The strikes for which the interpolation is desired.
    expiry_dates: Optional input specifying the expiry dates for which
      interpolation is desired. The user should supply either `expiry_dates`
      or `expiry_times` for interpolation.
    expiry_times: Optional real `Tensor` containing the time to expiration
      for which interpolation is desired. The user should supply either
      `expiry_dates` or `expiry_times` for interpolation.
    term: Optional input specifying the term of the underlying rate for
      which the interpolation is desired. Relevant for interest rate implied
      volatility data.
  
  Returns:
    A `Tensor` of the same shape as `expiry` with the interpolated volatility
    from the volatility surface.
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code: def volatility(
      self,
      strike: types.FloatTensor,
      expiry_dates: Optional[types.DateTensor] = None,
      expiry_times: Optional[types.FloatTensor] = None,
      term: Optional[types.Period] = None,
  ) -> types.FloatTensor:
      """Returns the interpolated volatility on a specified set of expiries.
  
      Args:
        strike: The strikes for which the interpolation is desired.
        expiry_dates: Optional input specifying the expiry dates for which
          interpolation is desired. The user should supply either `expiry_dates`
          or `expiry_times` for interpolation.
        expiry_times: Optional real `Tensor` containing the time to expiration
          for which interpolation is desired. The user should supply either
          `expiry_dates` or `expiry_times` for interpolation.
        term: Optional input specifying the term of the underlying rate for
          which the interpolation is desired. Relevant for interest rate implied
          volatility data.
  
      Returns:
        A `Tensor` of the same shape as `expiry` with the interpolated volatility
        from the volatility surface.
      """
      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 1 for calling the VolatilitySurface obj's underlying member method code with example usage: obj.volatility(strike, expiry_dates, expiry_times, term) without return types