Disc Crv Issuer

Key Disc Crv Issuer in Yld Crv Pick Model refers to an optional 1D-array of objects of type Issuer that identify the yield curves to be used for discounting purposes.
Each element corresponds to a currency provided at Disc Crv Ccy
If an element corresponding to some currency CcyA is left unspecified, then:
a) If only one curve with that currency CcyA is supplied, it will be used regardless of its issuer.
b) Otherwise the riskless one (i.e. the one with issuer = Riskless Issuer) will be chosen, if available.

If exactly one element is provided and the entry Disc Crv Ccy is missing, all cash flows - regardless of their currency - are discounted using the yield curve, of which the issuer matches the one here.

If two or more elements are provided, the entry Disc Crv Ccy must be also specified in order to establish the correspondence between issuers and currencies.

For example, consider the case of pricing a cross currency swap where 3-month USD Libor is exchanged against 6-month Euribor, represented by an object of type IRS
If the entry here is missing or contains no elements, the USD cash flows will be discounted using the USD riskless curve and the EUR cash flows will be discounted using the EUR riskless curve
If it contains two elements, the issuers IssuerA and IssuerB, then the CcyA cash flows will be discounted with the curve associated with IssuerA and the CcyB cash flows will be discounted with the curve associated with IssuerB, where CcyA and CcyB are the currencies specified in Disc Crv Ccy
Either IssuerA or IssuerB may be left blank in which case the riskless curve will be used for discounting the cash flows of the corresponding currency.