I couldn't replicate the answer, but several things need to be emphized.
1) Libor GBP convention is "ACT/365", that's why he gave <ts=0.0767,tL=0.3342....>. A little confused is tF=0.2575. This DCF( day count fraction) implies 94 days from 18-Feb, so end date of this DCF is 23-May, different from 18-May of 3M. Don't know why, maybe because holiday adjusment.
2) We need build a yield curve here. So assupmtion on how to interpolation need to be specified. Linear interpoaltion or sth else...
3) The contract you said is a future, what we can get from yield curve is a forward rate. This needs a convexity adjustment.
So can you list more about this question? or check what the auther explained before the exercise.

老师是提示说要用到线性插值

但是我还是不会做。。。。。

还有，书上的题目就是这样的，没有遗漏

顶上去！iL是怎么算的啊

没人回答，我再顶！

唉，再顶两天，再没人回答就让它沉吧。