Let's say we'd like to find a par rate for a 1 month forward starting 20-year interest rate swap. In this case, we'd need to discount cash flows for the payment periods shifted +1 month from standard semiannual or quarterly payments (which we can find by bootstrapping from frequent 1st year values and yearly rates). And annual rates should available well past the final date.
Is there some standard approach to find these discount factors? I assume since par rate is something which defines swaptions' fixing values (its strike), it should be some agreed procedure and not just interpolation.