I'm trying to build my libor curve using (Deposit, FRAs and Swap) instruments with the goal that my curve match the murex curve, my parameters are :

* My today date is : 23/10/2019
* Start of my deposit 6m contract is 25/10/2019 end date is
27/04/2020,day count is act/360 with rate 5%
* Start of my fra 6x12m contract is 27/04/2020 end date is 27/10/2020,day count conv is act/360 with rate 5.2%

My results are : 

* DF1=0.9749492213947191
* DF2=0.9498417381171556

but the correct results (from murex) are :

* DF1=0.9746818596344575
* DF2=0.9495812616189955

Can someone please explain how extrapolate between today and the spot date curve building ? or why I get different results ? or if you have a guide/book for curve construction for practitioners it would be helpful ? thanks in advance.