I am starting to explore this area. My ultimate aim is to build a 3 month LIBOR forward curve.
1) I wish to know what exactly 'Dual Curve Bootstrapping' is (If someone could explain it in clear words). 2) What are the 2 curves I will be using for coming up with 3Month Libor forward curve 3) Can this process be done in excel? 4) Can someone elaborate on it using an example to construct 3month LIBOR curve?