Quantlib + multiple discount curves
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How do I set quantlib to value forward rates/swaps using multiple discount curves - on the simple case to value a libor forward swap fairfixed using the term structure of the ois/libor curve, on a more complex case specifying a collateral switch point (or even intrinsic CTD via multiple collateral).  I am using quantlib via python/swig, but can also use the c++ interface.  I can use a brute force method on the individual leg cashflows, but prefer to use native functionality if possible 

Thanks