The boundary surface feature allows the creation of surfaces that can be tangent or curvature continuous in both directions (all sides of the surface). In most cases, this delivers a higher quality result than the loft tool.
(Surface toolbar) or Insert, Surface, Boundary Surface.
Edge <1> is listed under Direction 1.

Edge<2> is listed under Direction 1. A preview appears.
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The edge callouts update to show the Curvature To Face curvature constraint. The boundary surface is now curvature continuous along both edges in Direction 1.
See Boundary Surface in the help.