I know what a Swap Curve is. But I don't understand what a Basis Swap Curve is and how it is constructed?
Need some guidance on this.
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Here you can find what you need for.
It explains how to build & price a basis swap curve in a step-by-step procedure.
The link leads on the 2nd page to the guide (relative to the question), but, I suggest you to start from the 1st post.