Case # 12742909
These are: GBRPIZ1Y= is not pulling data pre early 2009 correctly. FRGOV25YZ=R and FRGOV30YZ=R have a huge discontinuity in early 2002. The data before this looks wrong. The IEGOV2YZ=R and IEGOV3YZ=R curves spike massively on 07/09/2001. The JPGOV curve is missing data at all tenors for Q4 2002. USGOV30Y=R has a jump on 06/08/2004. Could you try to replicate these and if they are problems on your end let me know when you have fixed them.