Nancy Spumoni is an unseen character mentioned in Arnold's Christmas. It is unknown if she is an actual person or simply the name of a fashion line (as shown in Arnold's Christmas), but she is assumed to have some kind of association with Dino Spumoni, since they have the same last name.
In Dino Checks Out, it's explained that Dino had no biological children, so assuming that Nancy is an actual person, she may not be his daughter. It is also shown that Dino had been married five times, but none of his ex-wives were named “Nancy”.
So, assuming (once again) that Nancy Spumoni is an actual person, but is not Dino’s daughter or ex-wife, it is possible that that she could be his cousin, his niece, or possibly even his sister.