Six month LIBOR is 5%. LIBOR forward rates for the 6 to 12 month period and for the 12 to 18 month period are 5.5%. Swap rates for 2-3 year semiannual pay swaps are 5.4% and 5.6% respectively. Estimate the LIBOR forward rates for 18 months to 2 years, 2 to 2.5 years and 2.5 to 3 years. Assume that the 2.5 year swap rate is the average of the 2 and 3 year swap rates and that OIS zero rates for all maturities are 4.5%. OIS rates are expressed with continous compounding; all other rates are express with semiannual compounding.

I know the core question has been answered before, but what do i do with the addition of OIS rates?