A standard 6m euribor swap pays annual fixed and floating semi-annual. the 6m forward curve is used to derive the 6m forward rates. The 6m forward curve is derived from the standard euribor swap curve which is quoted annual vs 6m. For the discounting factor the same 6m curve is used to derive it.But what is we have a annual fixed vs 3m euribor curve? then you must create a 3m curve to derive the 3m forward rates (either through 6m-3m basis swap or annual swap vs 3m quotes). But which curve do you use to discount everything? (6m curve for both or 6m for fixed leg and 3m for float leg?).Same question hold for a 6m-3m swap.

think, this question is forbidden here .... ;-)Note, that two discount curves produce arbitrage. So choose one discount curve for all indices and different estimation curves for each euriborXm.I dont know the Market Standard for discount curve.

i agree, there should be only 1 discount curve. theoretically the 1m, 3m of 6m forward curve should also produce the same discount factors right?

first you choose the instruments for the discount curve and strip it.then you bootstrap the estimation curves using this discount curve.the estimation curves will depend on the discount curve then.no?

I think the market convention is to use the Search functionality

can you elaborate on the search functionality?

there are a number of buttons on the top right hand of your screen. starting with "profile" the next button is "search".