It is common to run into problems building curves where data changes from one type of financial security to another (egs. futures switching into par swaps, or in your case money market instruments into par swaps).I lack time the to give you any specifics just now, but you will find it much easier to solve for discount factors first, then use a simple transformation to convert the discount factors into zero coupon rates. The formulas in your column j are extremely clumsy. You can solve for the discount factors much more simply and elegantly if you investigate and implement a concept called the cumulative discount factor (sometimes called the value of a basis point). Another thing you will need to compute is the time in years between swap coupons, so that you can weight the afore-mentioned cumulative discount factor correctly. Any decent basic article on curve building can be adapted to your particular market. Try for example the paper by Uri Ron posted on the Bank of Canada website.