I wish to understand how dual curve bootstrapping is done?
Lets say we want to bootstrap FF OIS curve and Libor 3 month fwd curve simultaneously. Lets also assume we don't LIBOR-OIS basis swap rates to calculate ois discount curve (post 2 years in time: Till 2 years one can use the FF Futures). Specifically I want to know can we bootstrap the OIS discounting curve in such a case. Someone please explain.