Consider USD Libor 3M swap curve. There are different maturities:
2d, 1m, 3m, 6m, 9m, 1y, 18m etc.
The values for 3m, 6m, 9m etc. time buckets are just swap rates for swaps with floating leg equal to 3m libor, settlements every 3 months and maturities 3m,6m, 9m etc.
I wonder how the values for 2d or 1m are being calculated if the maturity is shorter than the settlement periods?