Hi all,I have two questions about the discounting curve (XCCY) to use for a Cross Currency Swap (CCS):First question:I have to price a CCS EUR vs USD and I need to build the discounting curve with the basis swap, as market conventions the basis swap EUR vs USD are quoted in EUR so I should discount the two legs of the CCS as follow: - EUR leg ---> EUR curve + basis swap (EUR vs USD); - USD leg ---> USD curve flat;but I heard that recently market conventions require to add the basis swap over the USD curve even if the basis swap are quoted in EUR, do you sound correct the following configuration? - EUR leg ---> EUR curve flat; - USD leg ---> USD curve + basis swap (EUR vs USD).Second question:I need to compute the basis swap 'EUR vs GBP' to build a discounting curve for a CCS, the market quotes the basis swap 'GBP vs USD' and 'EUR vs USD', how can I compute the basis swap 'EUR vs GBP' by using the quotes basis swap 'GBP vs USD' and 'EUR vs USD'.Many thanks

The key thing to remember is CCS are collateralized as well, generally EUR v USD is collateralized in USD, so when discounting your EUR flows you need to build a curve that considers USD collateral.This is described in Fuji-Takahashi's works.