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Are there any commonly traded instruments that would allow one to bootstrap a one week LIBOR curve?

If not, is there some alternate way to value forward starting swaps with a short first period that use interpolation between one week LIBOR and 1M LIBOR for the coupon of the first floating payment?

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    $\begingroup$ Do you mean 1w1w LIBOR? Since 1w LIBOR is a standard quote. $\endgroup$ – Will Gu Jan 5 '17 at 5:22
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There are no traded instruments that would allow a 1w libor curve to be bootstrapped. If you need to calculate a forward rate for 1week libor in the current environment, I would suggest that it can be bounded as follows : overnight fed funds < 1 week libor < 1 month libor. The forward rates on the bounds can be calculated from bootstrapped curves.

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