code: def _get_fixings(
      start_dates,
      end_dates,
      reference_curve_types,
      reference_mask,
      market,
  ):
      """Computes fixings for a list of reference curves."""
      num_curves = len(reference_curve_types)
      if num_curves > 1:
          # For each curve get corresponding cashflow indices
          split_indices = [
              tf.squeeze(tf.where(tf.equal(reference_mask, i)), -1)
              for i in range(num_curves)
          ]
      else:
          split_indices = [0]
      fixings = []
      start_dates_ordinal = start_dates.ordinal()
      end_dates_ordinal = end_dates.ordinal()
      for idx, reference_curve_type in zip(
          split_indices, reference_curve_types
      ):
          if num_curves > 1:
              # Get all dates corresponding to the reference curve
              start_date = dateslib.dates_from_ordinals(
                  tf.gather(start_dates_ordinal, idx)
              )
              end_date = dateslib.dates_from_ordinals(
                  tf.gather(end_dates_ordinal, idx)
              )
          else:
              start_date = start_dates
              end_date = end_dates
          fixing, fixing_daycount = market.fixings(
              start_date, reference_curve_type
          )
          if fixing_daycount is not None:
              fixing_daycount = market_data_utils.get_daycount_fn(
                  fixing_daycount, dtype=market.dtype
              )
              year_fraction = fixing_daycount(
                  start_date=start_date, end_date=end_date
              )
          else:
              year_fraction = 0.0
          fixings.append(fixing * year_fraction)
      fixings = pad.pad_tensors(fixings)
      all_indices = tf.concat(split_indices, axis=0)
      all_fixings = tf.concat(fixings, axis=0)
      if num_curves > 1:
          return tf.gather(all_fixings, tf.argsort(all_indices))
      else:
          return all_fixings
  
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 3 for calling a global function with example usage: _get_fixings(start_dates, end_dates, reference_curve_types, reference_mask, market) and returns: tf, all_fixings