Suppose that I have to price a bond that pays fixed rate coupons every three months but all other bonds of that issuer pays coupons every six months. Furthermore suppose that the six months bonds are liquid on the market. Can I build a risky discounting curve bootstrapping the 6-months bonds and use that to price the 3-months bond? Or do I need to take care of the different frequency of payments? I am not sure if the difference between LIBOR 3M and LIBOR 6M can have a role in this evaluation.