Bootstrapping - Yield Curve

Can anyone teach me how to determine a yield curve using the bootstrapping method?

What I am trying to do is determine the yield curve for three month LIBOR. Here is the link for the date that I am wanting to determine this for using the eurodollar futures settlements for 2/26/10.

If I determine the rate by simply substracting the settlement price from 100, I get the following.


3/1/2010	0.265%
4/1/2010	0.295%
5/1/2010	0.320%
6/1/2010	0.350%
7/1/2010	0.405%
8/1/2010	0.460%
9/1/2010	0.515%
10/1/2010	
11/1/2010	
12/1/2010	0.805%
1/1/2011	
2/1/2011	
3/1/2011	1.150%
4/1/2011	
5/1/2011	
6/1/2011	1.520%
7/1/2011	
8/1/2011	
9/1/2011	1.880%
10/1/2011	
11/1/2011	
12/1/2011	2.225%
1/1/2012	
2/1/2012	
3/1/2012	2.525%
4/1/2012	
5/1/2012	
6/1/2012	2.820%
7/1/2012	
8/1/2012	
9/1/2012	3.085%
10/1/2012	
11/1/2012	
12/1/2012	3.345%
1/1/2013	
2/1/2013	
3/1/2013	3.550%
4/1/2013	
5/1/2013	
6/1/2013	3.755%
7/1/2013	
8/1/2013	
9/1/2013	3.940%
10/1/2013	
11/1/2013	
12/1/2013	4.130%

I have added blanks for the months which have no data. My understanding is that the correct method for determining the unknown dates is using the bootstrapping method. Can someone walk me through the process I would use to determine these missing dates?

Try this: <http://en.wikipedia.org/wiki/Bootstrapping_(finance)>