Function offshore_collateral 

pub(crate) fn offshore_collateral(
    base: Currency,
    quote: Currency,
    settle: Currency,
) -> (CollateralSpec, CollateralSpec)

The collateral keys of a pair settled in settle, (base, quote): the settlement leg on its own curve, the leg never paid on its offshore curve {CCY}-CSA-USD — the dollar-collateralised curve NDF outrights mark, which is where the forward of a currency that cannot be delivered lives, whatever the settlement currency. A dollar leg is its own curve.