How do i avoid using for loop?


This Content is from Stack Overflow. Question asked by Purba Banerjee

I am trying to write a code but my code involves a lot of for loops which makes the computation extremely slow. Below is one such example of a for loop that i have used. Can someone please suggest me how do i modify this to avoid for loop altogether?

for a in range(5):
    #first set of strike points and weights corresponding to u1
    K11[a]=strike*np.exp(x[a]*sigma*np.sqrt(2*(T-u1))+(div-r-(0.5*(sigma**2)))*(T-u1))#formula 1
    d=(np.log(K11[a] / strike) + (r-div + 0.5 * sigma ** 2) * (T-u1)) / (sigma * np.sqrt(T-u1))#formula 2
    wj=((si.norm.pdf(d))/(K11[a]*sigma*np.sqrt(T-u1)))*np.exp((-div)*(T-u1))#formula 3
    W11[a]=w[a]*(wj*K11[a]*sigma*np.sqrt(2*(T-u1)))/(np.exp(-(x[a]**2)))#formula 4

Any help is highly appreciated. Thanks in advance!


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