Loft
Shape 
Insert
Shapes (Standard) (Part Level)
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Use this command to create
a lofted shape feature. The
Required Inputs include the feature type to create (base, add, remove
and intersect) and the profiles to loft between. They
can be wireframe geometry, face edges, sketches or parting lines.
Optionally, you can use connection lines to match profiles,set tangency at vertices as well as continuity, weight, scale and endcaps.

Base Loft Shape

Add Loft Shape

Remove Loft Shape

Loft between Face Edges

Loft between Open Shape Edges

Lofted Faces
The Add, Remove and Intersect options are similar to the Combine Shapes command.
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Base - Base features are used to define the initial basic shape of a part. The Base method is automatically selected if the active part has no shape geometry. If geometry exists, this method creates a separate base shape. |
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Add - This method adds material to the active part. |
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Remove - This method removes material from the active part. |
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Intersect - This method returns the intersection of material with the active part. |
Profiles - Select the
profiles in the order you want to loft them making sure that the arrows
are pointing in the same direction.
You can select wireframe geometry, face edges or sketches.
Continuity
Specify the continuity level at both ends of the loft. Select from the following:
None - Use this continuity level to only enforce the position of the edges at both ends of the loft.
Tangent - Use this continuity level to enforce the position of the edge and tangency to the face at the edges on both ends of the loft.
Curvature - Use this continuity level to enforce the position of the edges, tangency to the faces at the edges and the curvature across the faces at both ends of the loft.
Direction
Use this option to define the direction the loft should take at the start and end profiles. By default, the direction is Perpendicular to the profile plane.
This means that for every point along the edge, the new surface isoline will go in the direction of the cross product of the surface normal and the edge tangent vector. This is assuming that there are no non-tangent edges in the profile. The results are adjusted when non-tangent edges are present.
You can select Along Edges to allow VX to look at the edges that you are not lofting from to determine a direction.
Weight
This option determines the amount of the loft affected by the enforcement of tangency (i.e., how long before the loft returns to its normal curvature). Move the slider bar to specify more or less weight.
Notice that as the weight slider bar moves, the preview echo of the resulting loft is dynamically adjusted.


Scale
An additional scale factor that is applied to the Weight slider bar. This is only needed when the extreme position of the slider bar is insufficient for your design task.
Continuity - See documentation for Continuity above.
Direction - See documentation for Direction above.
Weight - See documentation for Weight above.
Side - See documentation for Side above.
Continuity - See documentation for Continuity above.
Direction - See documentation for Direction above.
Weight - See documentation for Weight above.
Side - Toggles which face (at 2-face edges) will be used for the tangency. This option is grayed out when there is only a single face on the edge or if continuity above is set to none.
Connect first profile to last
When this box is checked, the first profile is reused and a smooth closed loft is produced.
Use these options to control the placement of end cap faces on the start and end of shapes. This can automatically form closed volumes when a closed profile is used or when an open profile with the Boundary option is used. Select the icon to apply.
Advanced
Tab (Connection Lines)

This tab contains options for creating, modifying and deleting
connection lines and tangent vertices. Connection
lines are used to match profiles during the Loft
Shape commend.
Note that is you escape from this commend, all connection
lines you create will be undone.
Auto
Use this option to create a set of default connection lines.
This option along with the loft echo will allow you to preview how the profiles will be matched during a standard loft command (without connection lines). Sometimes such a preview will alert you to problems that the loft may encounter while attempting to match the profiles. The figure blow illustrates such a case. Using the Add option to create a single loft connection line here will correctly match the profiles.

Default Loft Connection Lines Indicating a Matching Problem
Add
Use this option to add a single loft connection line.
Select a connecting point from
one of the profiles.
The profiles will be analyzed and a connection line will be created that passes through the connecting point selected.
Modify
Use this option to modify
a loft connection line by moving one of its connection points.
Select a connection line to modify.
Select a new connection point.
The connection point will be moved to the new location. If the connection point does not move try deleting other connection lines that may be interfering with the move.
Delete
Select a loft connection line to delete.
Use Tangent Vertices
Check this box if you want to use tangent vertices on sketched profiles. If this option is not checked, the lofted faces will span across tangent vertices as shown in the figure below.

More about Adding Shapes with Open and Closed Profiles (see CAD Tips & Techniques).