or relevant points on zero curve</a></li><li><a href="#9">5. Create Plots</a></li></ul></div><h2>Method Syntax<a name="1"></a></h2><pre class="codeinput"><span class="keyword">function</span> TT=getRiskPremia(ns,data)
</pre><p><i>ns</i> : method is applied to 'nelsonSiegel' class</p><p><i>data</i> : structure containing simulated zero-coupon yields</p><p><i>TT</i> : matrix of simulated term premia</p><p>For term premium computations, simulated 25-year zero rate is taken as 30-year rate, and simulated 30-yea