What is the appropriate pricing curve to use for fixed-coupon corporate bonds issued in EUR, USD, or GBP? It used to simply be the LIBOR curve -- however with the transition to RFR being in different stages for all these markets, I am now a bit confused as to what the appropriate curve is to use for these 3 regions. Do we use RFR curves (ESTR, SOFR, SONIA) for all three markets to discount fixed-coupon bond cashflows? Do we still use LIBOR for some?