o 'nelsonSiegel' class
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% _data_ : structure containing simulated zero-coupon yields
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% _TT_ : matrix of simulated term premia
%
% For term premium computations, simulated 25-year zero rate is taken as 30-year rate, and simulated 30-year rate is taken as 32-year rate


%% 1. Set Up
simTenor = get(ns,'simTenor');  
ttm=linspace(min(simTenor),max(simTenor),...
	     (max(simTenor)-min(simTenor))/min(simTenor)+1);

para = get(ns,'parameters');    %get model parameters
K=size(para.X,1);
for(i=1:get(ns,'dim'))