Trouble matching Swap Rates with bloomberg forward rates

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Trouble matching Swap Rates with bloomberg forward rates

ElMariachi
Attached is a spreadsheet with a snapshot of bloomberg's FWCM MID curve as well as a snapshot of the input rates (Deposits, Futures, Swap) taken at the same time. I am using MonotonicLogCubicNaturalSpline on the Discount curve. I am seeing differences in forward rate calculations that are quite large - wondering if anyone might have some insight on what I may be doing incorrectly?  Any insights greatly appreciated!
 
Thanks,
 
- Luis

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YieldCurveBootstrapping_QL.xls (585K) Download Attachment