swaps curve building
can anyone provide me a link or reference book with an step by step process to build a swap curve?"
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Swap Curve
Most firms have their own flavor of what is essentially the same methodology. Your best bet is to ask the quants who construct the curves at your place.
For a rough overview: http://www.sfu.ca/~atheunis/Papers/LEH%20The%20Swap%20Curve%20020826.pdf
There's a bunch of books depending on how in-depth you want to get: Fixed Income Securities ...any book on quantitative fixed income... Interest Rate Modeling
in increasing order of complexity
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