code: def _get_normalizations(prices, forwards, strikes, discount_factors):
      """Returns the normalized prices, normalization factors, and discount_factors.
  
      The normalization factors is the larger of strikes and forwards.
      If `discount_factors` is not None, these are the discount factors to expiry.
      If None, no discounting is applied and 1's are returned.
  
      Args:
        prices: A real `Tensor` of any shape. The observed market prices of the
          assets.
        forwards: A real `Tensor` of the same shape and dtype as `prices`. The
          current forward prices to expiry.
        strikes: A real `Tensor` of the same shape and dtype as `prices`. The strike
          prices of the options.
        discount_factors: A real `Tensor` of same dtype as the `prices`.
  
      Returns:
        the normalized prices, normalization factors, and discount_factors.
      """
      strikes_abs = tf.abs(strikes)
      forwards_abs = tf.abs(forwards)
      # orientations will decide the normalization strategy.
      orientations = strikes_abs >= forwards_abs
      # normalization is the greater of strikes or forwards
      normalization = tf.where(orientations, strikes_abs, forwards_abs)
      normalization = tf.where(
          tf.equal(normalization, 0),
          tf.ones_like(normalization),
          normalization,
      )
      normalized_prices = prices / normalization
      if discount_factors is not None:
          normalized_prices /= discount_factors
      else:
          discount_factors = tf.ones_like(normalized_prices)
  
      return normalized_prices, normalization, discount_factors
  
file_path: tf-quant-finance/tf_quant_finance/black_scholes/implied_vol_newton_root.py
imports: import numpy
  import tensorflow.compat.v2
  from tf_quant_finance.black_scholes import implied_vol_approximation
  from tf_quant_finance.black_scholes import implied_vol_utils
  from tf_quant_finance.math.root_search import newton
label_desc: Use image node_id 5 for calling a global function with example usage: _get_normalizations(prices, forwards, strikes, discount_factors) and returns: normalized_prices,  normalization,  discount_factors