Usually a leg in a swap is discounted using the corresponding OIS curve if the deal is collateralized and if collateral is posted in a different currency teh discounting happens with the corresponding CSA collateral curve. But for TRY I can see that both OIS and CSA curves are missing. I have seen that the TRY vs USD Basis curve has been used. Why is this curve being used specifically? Also I can see that TRY vs USD 3M curve is also present but the TRS vs USD Basis has been used to discount this leg.


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Why did you not ask the help desk? F1 F1.

I think the answer is that it's simply a deficiency in BBG's system.

CSA curve is not built for TRY it seems. OIS should work though. May well be this curve also was not developed when you posted this.


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