group_data.head()
Out[17]: PRICE IMP_VOL
MATURITY STRIKE
2014-04-18 9 8.85 2.083386
10 7.85 1.804194
11 6.85 1.550283
12 5.85 1.316103
13 4.85 1.097184
The resulting DataFrame object has two index levels and two columns. The following
shows all values that the two indices can take:
In [ 18 ]: group_data.index.levels
Out[18]: FrozenList([[2014-04-18 00:00:00, 2014-05-16 00:00:00, 2014-06-20 00:00
:00, 2014-07-18 00:00:00, 2014-08-15 00:00:00, 2014-09-19 00:00:00, 201
4-10-17 00:00:00, 2014-11-21 00:00:00], [9.0, 10.0, 11.0, 12.0, 13.0, 1
4.0, 15.0, 16.0, 17.0, 18.0, 19.0, 20.0, 21.0, 22.0, 23.0, 24.0, 25.0,
26.0, 27.0, 28.0, 29.0, 30.0]])