How do I produce a discount curve to discount AUD cashflows collateralised with USD cash? I have the following data available from Bloomberg: AUD OIS up to 9m AUD 3 month bank bill (3mBB) swaps from 1y - 3y AUD 3mBB/AUD OIS basis swaps from 1y - 30y AUD 6mBB swaps from 4y - 30y AUD 6mBB/AUD 3mBB basis swaps from 4y - 30y XCCY basis quoted AUD 3mBB vs SOFR from 3m - 30y Bloomberg build the AUD OIS market data using 1 - 5 i.e., AUD OIS up to 9m, (2) - (3) up to 3y, (4) - (5) - (3) up to 30y. Using