I have a DataFrame df with several columns, including expiry and iv. I would like to create a lol = list-of-list [[]] so that each row in the lol corresponds to a given expiry. For example, say df look like this:
df =
expiry iv
===========================
2019-01-18, .18
2019-01-18, .17
2019-01-18, .16
2019-02-18, .14
2019-02-18, .13
2019-02-18, .12
the lol would look like this:
lol = [
[0.18, 0.17, 0.16],
[0.14, 0.13, 0.12]]
So each row of the lol would correspond to the corresponding date in the df.