隱含波動率 3D Plot Python

Question

I would like to plot 3D Surface of Implied volatility in Python. I have the following set of data but when I am trying to plot them it doesn't plot well as we can see in Excel. Could you please help me to plot the surface對於下面這組數據？

樣本數據

	2020	2021年	2022年	2023年	2024年
100	0.0565	0.0876	0.6545	0.5643	0.0765
200	0.7675	0.0777	0.0654	0.8765	0.0651
300	0.0434	0.1234	0.5455	0.3498	0.7512
400	0.2223	0.5412	0.5354	0.1111	0.7433
500	0.2388	0.3421	0.7111	0.2398	0.0666

Answer 1

首先將您的數據加載為 DataFrame（此處為df ），並使用pandas.read_excel獲取：

       2020    2021    2022    2023    2024
100  0.0565  0.0876  0.6545  0.5643  0.0765
200  0.7675  0.0777  0.0654  0.8765  0.0651
300  0.0434  0.1234  0.5455  0.3498  0.7512
400  0.2223  0.5412  0.5354  0.1111  0.7433
500  0.2388  0.3421  0.7111  0.2398  0.0666

然后使用matplotlib ：

import matplotlib.pyplot as plt
from matplotlib import cm
import numpy as np

fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')

X, Y = np.meshgrid(df.columns.astype(int), df.index)
ax.plot_surface(X, Y, df.to_numpy(), cmap=cm.gist_rainbow)

output：