 containing simulated zero-coupon yields, expected inflation, and term premia
%
% _c_ : matrix for simulated real par rates


%% 1. Compute real zero-coupon rate at each point as: nominal zero-coupon rate less expected inflation and term premium
R=data.Z-data.eInf-data.T;
    

%% 2. Set Up
c=zeros(get(sm,'simT')*get(sm,'simN'),4,get(sm,'numSims'));
v=[2 5 10 30];


%% 3. Compute real par rates for real-return bonds
for(i=1:get(sm,'numSims'))  %for each simulation
  for(j=1:length(v))    %for each bond teno