if you start off by setting the default policy to DENY on the
IN
OUT
and
FORWARD
then you have to set specific rules to allow wanted traffic through the firewall to the corresponding interface.
If you wanted to allow the LOOP back you simply do something like this (not sure if it is correct)
iptables -A INPUT -i lo -j ACCEPT
iptables -A OUTPUT -i lo -j ACCEPT
as for the others it may take some more thought as to who and what you want to access the interfaces
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