Function recipe
pub(super) fn recipe() -> CurveRecipeExpand description
USD cashflows discounted under EUR collateral: a discount-only recipe whose short end is FX swaps against EUR and whose long end is the EUR/USD MtM basis swap — the instrument the market quotes — on one discount list, so both pin the same shared FX basis against the foreign and collateral peer curves. It carries no projection: a USD trade under EUR collateral still projects its index off the USD-own curves; only the discounting differs.