不好意思，问题多了点！

恳请赐教！

In fact, "zero LIBOR rates" can be obtain by interpolating from "Swap rates" for active maturities. 

Following is an example:

Maturties(Years): 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 ..... 

Swap rates: a b (N/A) d (N/A) f (N/A) (N/A) (N/A) j

Zero LIBOR rates: a b c d e f g h i j

There are many type of interpolating algorithm, most usually used is standard cubic spline.

So could above serve as an answer to your first two questions? 

swap curve ---(BOOTSTRAPING)----->zero curve ----(NO ARBITRAGE CONDITION)---->forward curve

希望對你有幫助