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.