The general - and short - answer would be no: Except for some hypothetical cases, unless you have a convincing model for the residual spread-over-swap, you cannot use swaps to value your bond.
Bonds are traded in the bond market. The cash flows are uncollateralized (of course) and carry the default risk (amongst others) of the underlying entity. Their trading liquidity can be very thin, resulting in yet another yield / spread add-on. Additional supply-and-demand effects may drive prices for specific bonds (e.g. HQLA eligibility criteria).
Interest rate swaps are traded in the rates markets. The cash flows are collateralized, the underlying credit risk resembles an average of the corresponding IBOR panel members (in theory, at least). Commonly, swaps are more liquid.
What might be possible?
Depending on your targeted application, you may or may not get away with some rough approximations:
- If you want to hedge the pure interest rate risk of your bond, you could separate the bond discounting curve into an IRS curve (which you hedge using swaps) and some residual spread-over-IRS.
- If you want to calculate risk, you might come up with a portfolio / data availability example where could proxy the residual spread's variation using an adequate CDS on that entity, but things start to get tricky here.
Hope this helps?