Hi, i think this is one way to do that.
- Select the line, Compound objects, Loft.
- Change path Parameters to Path Steps
- Click on Get Shape, select the circle, change path to 1
- Click on Get Shape, select the elipse, change path to 2
- Click on Get Shape, Select the rectangle
- Go to modify panel, Select Shape and click on Compare, select Pick Shape and pick the circle, the elipse and the rectangle. To have a clean mesh, the parent vertices must be aligned, this is where you can have some little tweaking to do, but you at this point you should have a good base.
Hope this will help you.