Calculation of the RMSE according to the formula:
$$\mbox{RMSE}=\sqrt{\frac{1}{m}\bm{\epsilon}^2\bm{\iota}},$$
whereas $\bm{\epsilon}$ is the vector of the yield or price errors of the bonds and $\bm{\iota}$ is a column vector filled with ones. $m$ is the number of bonds, for which $\bm{\epsilon}$ has been calculated.