In my research, I found that you can build 3 month LIBOR Forward curve using Eurodollar futures and Interest rate swaps. I want to understand how they can be built from Swaps.
How can I find the Forward rate curve from Swap rates mentioned for specific maturities?
Is the correct way to go about it, coming up with all the associated zero rates through bootstrapping and then mathematically calculating the forward rates?
Please help me know if this approach is correct.