python - 将 for 循环转换为 numpy 数组

Question

for timeprojection in range(100):
   for term in range(8):
       zerocouponbondprice[timeprojection,term] = zerocouponbondprice[timeprojection-1,term-1]*cashflow[timeprojection,term]

我怎样才能将这样的东西转换成numpy数组形式，这样我就可以减少两个 for 循环来提高速度？（如果timeprojection和term是动态数字。）

标签： pythonnumpyfor-loop

Answer 1

您可以从嵌套列表理解构造 numpy 数组

import numpy as np

zerocouponbondprice = np.array([[k * l for k,l in zip(i,j)] for i,j in zip(zerocouponbondprice, cashflow[1:])])