Interest rate future is more a general derivativive definition which means a derivative having a underlying as any interest bearing instrument. e.g. of IRF are treasury futures
Eurodallor futures, which is an interest futures, is hardly covered in L3. FRA is the corresonding fowards.
In L3, the interest rate futures is usually treasury futures…that’s what CTD, cf, Pf, and multipliers come about. I would focus on the highpoints and those most likely to be tested.