What is meant by the statement below:

"Stripping projection curve (e.g. 3M curve) given the OIS curve"

I understand that while bootstrapping an OIS curve using OIS swap rates and OIS fixed rates, we can derive implied forward rate of all periods.


I think that's it, you just strip your OIS rates while boostrapping. Most OIS Swap Rates are Bullet contract par swap rates, so you might want to obtaint the Zero Curve.

If you were quoting Zero Swaps, you wouldn't need to.


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