EUR or USD yield curve is loaded automatically and then bootstrapped
Credit Valuation Adjustement is calculated individually. i.e. if only this trade were in portfolio with Counterparty.
OIS discounting means discounting with EONIA-swaps based curve for EUR and with Fed funds curve for USD interest rate swaps.Should be checked for collaterlized swaps
If not OIS discounting the payments of interest rate swaps are discounting with EUR6M curve for EURIBOR swaps and with USD3M curve for USD Libor indexed swaps