class_docstr: Represents a batch of fixed stream of cashflows.
class_docstr_tok: ["Represents","a","batch","of","fixed","stream","of","cashflows","."]
docstr: Returns cashflows for the fixed leg.
  
  Args:
    market: An instance of `ProcessedMarketData`.
    name: Python str. The name to give to the ops created by this function.
      Default value: `None` which maps to 'cashflows'.
  
  Returns:
    A tuple of two `Tensor`s of shape `batch_shape + [num_cashflows]` and
    containing the dates and the corresponding cashflows price for each
    stream based on the input market data.
code: def cashflows(
      self, market: pmd.ProcessedMarketData, name: Optional[str] = None
  ) -> Tuple[types.DateTensor, types.FloatTensor]:
      """Returns cashflows for the fixed leg.
  
      Args:
        market: An instance of `ProcessedMarketData`.
        name: Python str. The name to give to the ops created by this function.
          Default value: `None` which maps to 'cashflows'.
  
      Returns:
        A tuple of two `Tensor`s of shape `batch_shape + [num_cashflows]` and
        containing the dates and the corresponding cashflows price for each
        stream based on the input market data.
      """
      name = name or (self._name + "_cashflows")
      with tf.name_scope(name):
          valuation_date = dateslib.convert_to_date_tensor(market.date)
          future_cashflows = tf.cast(
              self._payment_dates >= valuation_date, dtype=self._dtype
          )
          # self._notional is of shape [batch_shape], so broadcasting is needed
          notional = tf.expand_dims(self._notional, axis=-1)
          # Cashflow present values.
          cashflows = notional * (
              future_cashflows
              * self._daycount_fractions
              * self._coupon_rate
          )
          return self._payment_dates, cashflows
  
imports: from typing import Optional, Tuple, Callable, Any, List, Union
  import numpy
  import tensorflow.compat.v2
  from tf_quant_finance import datetime
  from tf_quant_finance.experimental.pricing_platform.framework.core import curve_types
  from tf_quant_finance.experimental.pricing_platform.framework.core import processed_market_data
  from tf_quant_finance.experimental.pricing_platform.framework.core import types
  from tf_quant_finance.experimental.pricing_platform.framework.market_data import rate_curve
  from tf_quant_finance.experimental.pricing_platform.framework.market_data import utils
  from tf_quant_finance.experimental.pricing_platform.framework.rate_instruments import coupon_specs
  from tf_quant_finance.experimental.pricing_platform.instrument_protos import period_pb2
  from tf_quant_finance.math import pad
label_desc: Use image node_id 9 for calling the FixedCashflowStream obj's underlying member method code with example usage: obj.cashflows(market, name) and returns: self,  cashflows