EIOPA updates the source code for the monthly risk-free interest rate term structures calculation

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The European Insurance and Occupational Pensions Authority (EIOPA) published today an updated version of the source code used for the monthly risk-free interest rate term structures (RFR) calculation.

This RFR coding released today is based on the calculations of the last technical documentation published on 27 June 2017.

The updated version of the source code can be accessed via EIOPA's website under "Background Material."