<p>将<a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.set_index.html" rel="nofollow noreferrer">^{<cd1>}</a>与<a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.Series.unstack.html" rel="nofollow noreferrer">^{<cd2>}</a>一起使用,并通过<a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.swaplevel.html" rel="nofollow noreferrer">^{<cd3>}</a>、<a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.sort_index.html" rel="nofollow noreferrer">^{<cd4>}</a>和<a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.reset_index.html" rel="nofollow noreferrer">^{<cd5>}</a>进行一些数据清理:</p>
<pre><code>df = dfs.set_index('ISIN')
df.columns = df.columns.str[3:]
df = (df.unstack()
.swaplevel(0,1)
.sort_index()
.rename_axis(['ISIN','Period'])
.reset_index(name='Std'))
print (df)
ISIN Period Std
0 A 3y 0.10
1 A 5y 0.14
2 A 8y 0.17
3 B 3y 0.11
4 B 5y 0.10
5 B 8y 0.19
6 C 3y 0.15
7 C 5y 0.18
8 C 8y 0.11
</code></pre>