Did you try to use a tool like a Process Monitor to find out why WinSCP process does not start?
Before posting, please read how to report bug or request support effectively.
Bug reports without an attached log file are usually useless.
Session, does it succeed eventually?
Exception occurred while executing RiskFreeRate Calculation WinSCP process terminated with exit code 3. There was no output.
Response log file C:\Windows\TEMP\wscp6324.01D74C59.tmp was not created. This could indicate lack of write permissions to the log folder or problems starting WinSCP itself. -
at WinSCP.Session.Open(SessionOptions sessionOptions)
at Refinitiv.Financial.RiskFreeRate.Util.FtpUtility.DownloadFilesUsingSsh(String sourceDirectory, String sourceFilename, String localFileName, String rfrLevel, Boolean isMultipleFile)