# Construction of Zero curve

I am looking for some example workout on how to construct Zero curve based on few OIS rates.

Let say I am given 3 OIS rates with maturities 6m, 1y, and 2y as $$r_1, r_2, r_3$$. I understand that those rates for example $$r_1$$ basically tells what is the Geometric average of Overnight rates e.g. ENOIA for 6m, and so on.

However I failed to understand how exactly I can use above information correctly to build entire term structure of Zero rate with minimum nodes at 6m, 1y, and 2y.

Any workout example will be very helpful.

Thanks,

• I was just about to write an answer for this, but another question popped up, and the answer there by @JanStuller is already great, so I'd recommend to check the following thread + the accepted answer: quant.stackexchange.com/questions/61838 Mar 19 '21 at 12:35