I'm wondering what is the best practice for a consistent Forward Curve construction in the multicurve Framework (cf Bianchetti & Ametrano 2013):
Suppose for example that we have already bootstrapped a discount curve $C_{d}$ and we're building a $6M BOR$ forward curve: what instruments shall we use in the short end of the curve, say from $ON$ to $6M$, to be fully multicurve coherent ?
I've seen implementations where deposits are used, but then wouldn't this lead to "dirty" forwards on the short end since these instruments are not actually based on $6M BOR$ tenor?
Regards