al zero-coupon rate at each point as: nominal zero-coupon rate less expected inflation and term premium<a name="3"></a></h2><pre class="codeinput">R=data.Z-data.eInf-data.T;
</pre><h2>2. Set Up<a name="4"></a></h2><pre class="codeinput">c=zeros(get(sm,<span class="string">'simT'</span>)*get(sm,<span class="string">'simN'</span>),4,get(sm,<span class="string">'numSims'</span>));
v=[2 5 10 30];
</pre><h2>3. Compute real par rates for real-return bonds<a name="5"></a></h2><pre class="codeinput"><span class="ke