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.