I would suggest [1] instead of Investopedia for a modern treatment of yield curve bootstrapping. The only difficulty with OIS is in my opinion the low liquidity

I would suggest [1] instead of Investopedia for a modern treatment of yield curve bootstrapping. The only difficulty with OIS is in my opinion the low liquidity for higher maturities where basis swaps have to be used to estimate a spread to LIBOR IRS. [1] https://papers.ssrn.com/sol3/Papers.cfm?abstract_id=2219548 https://papers.ssrn.com/sol3/Papers.cfm?abstract_id=2219548