I am starting to explore this area. My ultimate aim is to build a 3 month LIBOR forward curve.
- I wish to know what exactly 'Dual Curve Bootstrapping' is (If someone could explain it in clear words).
- What are the 2 curves I will be using for coming up with 3Month Libor forward curve
- Can this process be done in excel?
- Can someone elaborate on it using an example to construct 3month LIBOR curve?