Python学习：numpy库（二）

1.Let’s revisit a bond pricing example we saw in the summer lecture on control flow.

Recall that the equation for pricing a bond with coupon payment $ C $,
face value $ M $, yield to maturity $ i $, and periods to maturity
$ N $ is

$$\begin{array}{rl}P& =\left(\sum _{n=1}^N\frac{C}{(i+1{)}^n}\right)+\frac{M}{(1+i{)}^N}\\ & =C\left(\frac{1-(1+i{)}^{-N}}{i}\right)+M(1+i{)}^{-N}\end{array}$$

In the code cell below, we have defined variables for i, M and C.

You have two tasks:

1. Define a numpy array N that contains all maturities between 1 and 10 (hint look at the np.arange function).
2. Using the equation above, determine the bond prices of all maturity levels in your array.

i = 0.03
M = 100
C = 5

# Define array here
N = np.arange(1, 11)

# price bonds here
P = C*(1 - (1 + i)**(-N))/i + M*(1 + i)**(-N)

print(np.concatenate((N,P),axis = 0))

2. X@Y :矩阵乘法

可用于portfoflio现金流的计算

y = np.array([3.0, 5.0, 1.1]) # payoffs
x1 = np.array([4.0, 2.5, 8.0]) # portfolio 1
x2 = np.array([2.0, 1.5, 0.0]) # portfolio 2
X = np.array((x1, x2))
X*y

3. 构建矩阵

Write a Python function to take three positive integers m, n, a as parameters, and return an 𝑚×𝑛 matrix with elements starting from a, a+1, a+2, … in numpy array.

def createMatrix(m,n,a):
	return np.arange(a,a+m*n).reshape(m,n)

4. Digital frame

Write a Python function to take a positive integer n and return an n*n matrix, in which the elements on the borders will be equal to 1, and inside 0.

def digitalFrame(n):
    a = np.ones((n,n))
    a[1:-1,1:-1] = 0
    return a

5. 创建对角阵

def diagMatrix(n):
	a = np.zeros((n,n), dtype = int)
	for i in range(n):
		a[i,i] = i+1
	return a

6. Sum of multiples of 3 or 5

Write a Python function to take a 1-d numpay array and return the sum of the elements which are multiples of 3 or 5.

def sum3_5(n):
    return sum(n[(n%5==0)|(n%3==0)])

7. Replace outliers

Write a Python function replaceOutliers(a, ex, value) to replace the outliers (in numpy array a), which values are great than ex, to the value of value.

def replaceOutliers(a, ex, value):
    a[a>ex] = value
    return a

8. Swap columns

Write a Python function swapColumns(a, m, n) to swap the 𝑛𝑡ℎ column and the 𝑚𝑡ℎ column of the matrix a. (m, n are 0 based)

def swapColumns(a, m,n):
	a[:,m], a[:,n] = a[:,n], a[:,m]
	return a