# Convert 3M rates to 6M rates using Basis Swaps (3M vs 6M)

How can I convert a 6M Libor rate e.g. 1Y Tenor to a 3M Libor rate using a basis swap 3M vs. 6M? I wanted to know the math and also an example would be great.

Update:

Example:

6M Swap 1Y Tenor: 1.925
3M Swap 1Y Tenor: 1.77109
3v6M Basis Swap 1Y Tenor = 15.625


When calculating now the 3N Swap 1Y Tenor based on the 6M Swap and the Basis Swap I receive the following value:

Calc 3M Swap 1Y Tenor: 1.76875

which is a relative differdnce og 0.13%.

The day count conventions are the same so I am not sure why I receive this kind of difference.