Could someone please share a good starting point to learn about Multiple curves? More than exact theorems and proofs, I am mainly interested in reading about -
- How to build multiple curves - how to bootstrap simultaneously etc
- For a given swap trade, how will my risk look like on these curves.
- How should the curves handle different combinations of collateral/netting, forward settle etc.
The closest I got by searching on forums was here, but I'm looking for something more specific.