Sensitivity of yields to constant risk premia

From the discussion in subsection it is apparent that

$$\frac{\partial y(t)}{\partial\lambda^1} = -{q(t)\over t}\quad ,$$ (40)

where from subsection

$$q(t) = -Q\left(t-\left(e^{tD}-1\right)D^-\right)b \quad .$$ (41)