We call this kind of noun phrase a 'concealed question.'

Literal

This-kind-of noun-phrase [obj-を] hidden-question (concealed question) [quotative-と] say [polite-ます].

隠れ疑問文 'hidden question' is a linguistics technical term for a noun phrase that implicitly contains a question (e.g., 'I know the answer' where 'the answer' conceals 'what the answer is'). The English gloss in full-width characters — concealed question — is parenthetically provided as the English technical term. ~といいます is the standard 'is called X' pattern.