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.