The important thing to know is that the par curve, the zero curve, the forward curve, and the discount curve are just transformations of each other; they contain exactly the same information (see What is the Swap Curve?).
I think the confusion arises because many books tell you to connect the yields to maturity of benchmark bonds and call it the par yield curve. It's ok as an approximation (since most benchmark bonds trade close to par), but that doesn't give you the "real" par curve. If a bond is trading at 150, it's certainly not a par bond and its yield is not a par yield.
The way a proper par curve is constructed is as follows: you start with actual bonds traded in the market, and then create a best-fit curve using a curve fitting technique. From this best fit curve, you can compute the theoretical par yield, which are yields of bonds trading at par.