It's a few nine patch drawables and a custom selector drawable. The source can be found here: https://android.googlesource.com/platform/packages/apps/DeskClock/+/master/res/
Notable files:
drawable/toggle_underline.xml
drawable-XXXX/toggle_underline_activated.9.png
drawable-XXXX/toggle_underline_normal.9.png
layout/day-button.xml