I have finally build my yield curve + DF curve + zero Curve with the inhouse toolsAnd now I need to understand how other curves are made...I am seeing that some fo the swaps are measure off a JPY LIBOR curve and JPY 3MLIBOR curve(i guess like the USD it is 6MLIBOR and 3MLIBOR curve)*** The difference between the 6MLIBOR and the 3MLIBOR? my guesses is that the 6MLIBOR is a annual fixing curve??? (sry clueless)I notice in the curve construction that the 3MLIBOR curve uses Cash rates + futures + swaps (8 futures and then from 3Y swaps)whereas the LIBOR curve (i assume 6MLIBOR) only uses cash rates + swaps (cash rates till 6M then using the 1Y swap rates) is this the only part that is different?other factors to put in consideration?

I guess the 6MLIBOR curve is semi annual hence the Futures are not in the curve pricingwhereas 3MLIBOR is a quarterly fix...correct?

You can use whatever your heart desires, as long as you do it consistently, i.e. adjust the inputs so that all the instruments used are the same frequency.