For a particular currency, let's say for USD, I'd like to know how to construct a discount curve?
I've an impression that one professor told me that for USD, less than 3 months, it's using Libor curve; more than 3 months, up to 3 years, it's using ED future rate; then afterwards it's using IRS rate.
Then I come to this paper from John Hull talking about using OIS rates if the portfolio is collateralized, while LIBOR rate shall be used if not.
In the end I'm a bit lost.
If a few mores could be said on how (e.g. which Bloomberg command) to retrieve the discount curve of USD, that's even better.