I'm a corporate financial analyst with a small derivatives portfolio (amortizing interest rate swaps and FX forwards) looking to value these derivatives "properly" (which, in my case, means "without gross error" as opposed to say the multiple decimals of precision required for real quants).
Using only publicly available free data sources (e.g. the H.15 from the Fed), should I be able to reconstruct both a risk-free and a LIBOR yield curve (risk-free for discounting, LIBOR for swap cash flow forecasting)?
What I've figured out so far
1) One approach to the risk-free would be to bootstrap the treasury constant maturities series in the H.15.
2) In theory the LIBOR should come from bootstrapping the interest-rate swap series in the H.15.
But it doesn't feel like either of these are consistent with approaches discussed on this site advocating using the OIS (which I believe is just the effective federal funds on the H.15) to derive a risk-free curve.