yield curve , according to Jeff

Jeff's lecture notes (in 0x\pdf) has detailed explanations on

1) EUR OIS YC bootstrapping using specific OIS instruments
2) Libor YC under OIS discounting -- so OIS curve + libor curve needed.
3) Libor curve for a non-default tenor, such as 6M or 2M

lots of "root-finding"... but not too hard.

a YC (or a term structure) can be represented as a series of
* spot disc factors
* fwd disc factors
* spot interest rates
* fwd interest rates