OIS with cross-currency basis curve Discounting

Posted by Zabed on Apr 19, 2016; 9:16am
URL: http://quantlib.414.s1.nabble.com/OIS-with-cross-currency-basis-curve-Discounting-tp17414.html

Hello Team Dev,

We are using the C# version of QuantLib and found a test called T_OvernightIndexedSwap which uses OvernightIndexedSwap and MakeOIS classes for discounting use.
But in the case of a CSA Agreement and collateral exchanged between counterparties in a different currency to the OIS curve, can you please advise which class and how do we use to account for the Basis Curve and derive the discount factors needed?
Example:
I am using EUR OIS: EONIA curve together with the EUR/USD cross currency basis curve.

Can you please advise.

Kindest Regards
Zahar