Swap Rate and Forward Rates

I was wondering how to calculate or bootstrap forward rates given a Swap rate and OIS rates?

For example, if i’m given:
Months OIS rate Swap Rate
|3| 0.90%
|6| 0.95% 0.88%
|9| 1.05% 1.33%

My intuition is just use to the forward rate formula:
r2 + (r2-r1) * T1/(T2-T1)

I’m not sure that’s right since I need to find the 3-month forwards rates to value a swap. My question is how to incorporate the swap rates to find the 3-month forward rate for each period?