Proper Method for pricing Interest rate swaps using dual curves

I am aware that under the dual curve method for pricing standard collateralized fixed floating interest rate swaps, that first a discounting curve should be constructed e.g. OIS Discounting curve, as well as a separate forecasting curve that is used to forecast the cash flows e.g. 6m LIBOR.

And as far as I understand the existing swaps that are used to bootstrap the forecasting curve are themselves collateralized, will those rates be the same implied rates as if we were to bootstrap the curve using uncollateralized instruments

• Sorry edited question for more clarity hopefully. Basically just wondering if using collateralized va non collateralized instruments will yield the same implied rates when bootstrapping the forecasting curve Mar 8 '20 at 1:59
• You will never bootstrap a curve using uncollateralized instruments. Everyone uses the liquid interbank (collateralized) market to bootstrap.
– dm63
Mar 8 '20 at 3:28