Constructs one discount and index curve as implied by prices of Ibor deposits, FRAs and IRS. Discounting is assumed to be at Libor and the value of the floating leg (including a notional) is assumed to be par. This approach has been overtaken since 2008 as OIS discounting has become the agreed discounting approach for ISDA derivatives. This curve method is therefore intended for those happy to assume simple Libor discounting. The curve date is the date on which we are performing the valuation based on the information available on the curve date. Typically it is the date on which an amount of 1 unit paid has a present value of 1. This class inherits from DiscountCurve and so it has all of the methods that that class has. There are two main curve-building approaches: 1) The first uses a bootstrap that interpolates swap rates linearly for coupon dates that fall between the swap maturity dates. With this, we can solve for the discount factors iteratively without need of a solver. This will give us a set of discount factors on the grid dates that refit the market exactly. However, when extracting discount factors, we will then assume flat forward rates between these coupon dates. There is no contradiction as it is as though we had been quoted a swap curve with all of the market swap rates, and with an additional set as though the market quoted swap rates at a higher frequency than the market. 2) The second uses a bootstrap that uses only the swap rates provided but which also assumes that forwards are flat between these swap maturity dates. This approach is non-linear and so requires a solver. Consequently it is slower. Its advantage is that we can switch interpolation schemes to provide a smoother or other functional curve shape which may have a more economically justifiable shape. However the root search makes it slower.