EIOPA has published the updating coding used to produce the Solvency 2 relevant risk-free interest rate (RFR) term structures. This code will be used for monthly RFR publications as of 1 January 2016. The changes to the RFR code are summarised in an updated FAQ document. The first monthly RFR term structures under Solvency 2 will be published on 8 January 2016. (Source: EIOPA Publishes Code to Produce RFR Term Structures)