-Clause BSD License found in the LICENSE file in the root directory of this source tree.</tt></p><p>This method (on the <i>nelsonSiegel</i> class) estimates term premium at each relevant yield curve tenor for simulations</p><!--/introduction--><h2>Contents</h2><div><ul><li><a href="#1">Method Syntax</a></li><li><a href="#3">1. Set Up</a></li><li><a href="#4">2. Compute term premia for VAR(1) model</a></li><li><a href="#6">3. Compute term premia for VAR(2) model</a></li><li><a href="#8">4. Save term premia f