Treasury Yield Curve, LIBOR and Swap Curve

Good reference: http://www.scribd.com/doc/34990081/Federal-Reserve-Bank-of-Cleveland-Haubrich-Swaps-and-the-Swaps-Yield-Curve

In short, T-yield curve and swap curve are similar things. In fact they usually move together. T-yield curve is on a riskless(yea, right) rate, while swap curve is on a nearly-riskless(because of netting of vanilla swaps and also because of collateral requirements) rate. Most vanilla swaps, however, take LIBOR(a risky rate because no collateral is required) as a reference rate in pricing the floating leg.

Question: What is the relationship between swap curve and LIBOR curve?

Answer: WSJ presents the LIBOR-Swap curve - the short end of the curve (<1yr) is the LIBOR rate, while the long end (up to 30 yr) is the swap rate.