You're an interest rate trader, tasked with pricing a 5-year plain vanilla interest rate swap, paying fixed and receiving floating, with annual payments. You have access to market data, including OIS rates and Eurodollar Futures/FRAs. Walk me through in detail how you would value this swap, specifically how you would use the OIS rates and Eurodollar Futures/FRAs to construct the necessary discount curve and forward rate curve to ensure accurate valuation.

作为一名利率交易员，你被要求为一笔为期五年的普通香草利率互换（Plain Vanilla Interest Rate Swap）提供报价，该互换每年支付固定利率，接收浮动利率。假设你拥有包括隔夜指数掉期（OIS）利率和期货/远期利率协议（FRA）等市场数据。请详细阐述你会如何对这笔互换进行估值，特别是你将如何利用这些市场数据来构建必要的折现因子曲线和远期利率曲线，以确保估值的准确性。