how can i construct a forward libor curve, which produces forward LIBOR rates, with the given data/info:

  • par rates of a set of OIS
  • fixed 6M LIBOR rate
  • par rates of a set of Swaps which the underlying is 6M-LIBOR and floating leg pays semi-annually whiled fixed leg pays annually

I am asking your guidance on how to build a forward LIBOR curve under multi-curve approach.



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