code: def _create_corr_matrix(rho, dtype):
      """Create correlation matrix with scalar `rho`."""
      one = tf.constant(1.0, dtype=dtype)
      m1 = tf.stack([one, rho], axis=0)
      m2 = tf.stack([rho, one], axis=0)
      return tf.stack([m1, m2])
  
imports: import functools
  import numpy
  import tensorflow.compat.v2
  from tf_quant_finance import datetime
  from tf_quant_finance import math
  from tf_quant_finance import utils
  from tf_quant_finance.experimental import local_volatility
  from tf_quant_finance.experimental.pricing_platform.framework.market_data import utils
  from tf_quant_finance.math import pde
  from tf_quant_finance.math.interpolation import linear
  from tf_quant_finance.models import generic_ito_process
label_desc: Use image node_id 1 for calling a global function with example usage: _create_corr_matrix(rho, dtype) and returns: tf