# T-Forward measure and tenors

As far as I understand, a T-forward measure is associated with a situation when a zero-coupon bond with the same maturity, i.e. $$P(t,t+T)$$, is used as a numeraire. However, given that the yield curves, LIBOR, used to derive this bods have in the markets maturities only upto $$12M$$, what do we do when $$T > 12M$$? In such cases $$P(t,t+T)$$ is no longer a tradable (or even observable) asset and hence can't be used as a numerarie.