Before revision:  This paper proposes a generalized multi-currency pricing and hedging framework that allows the flexibility of choosing the perspective from which funding is managed for each currency . When cross currency basis spreads collapse to zero , this method  converges to the well established single currency setting in which each leg is funded in its own currency.
After revision:  This paper proposes a generalized multi-currency pricing and hedging which allows taking into account the funding and therefore the collateral currency and its pricing impact. For uncollateralized operations, it provides more funding optionality to achieve either cheaper or more connected funding to the hedging instruments. When foreign exchange forwards get aligned with overnight cash and carry arguments , this method converges to the well established single currency setting in which each leg is funded in its own currency.