Select NURBS object. > Modify panel > Create Surfaces rollout > Dependent Surfaces group box > N Blend
Select NURBS object. > Modify panel > NURBS toolbox > Create a Multisided Blend Surface button

Multisided blend between three other surfaces
A multisided blend surface "fills in" the edges defined by three or four other curve or surface sub-objects. Unlike a regular, two-sided blend surface, the curves’ or surfaces’ edges must form a closed loop; that is, they must completely surround the opening that the multisided blend will cover.
Tip: If the multisided blend surface can't be created, fuse the points or CVs at the corners where the surfaces meet. Sometimes snapping the corners doesn't work, because of roundoff error.
To create a multisided blend:
Click to turn on Multisided Blend in the toolbox or N Blend on the Create Surfaces rollout.
In turn, click the three or four surface sides or curves that surround the opening.

You can flip normals on the multisided blend while creating it.
Right-click to end creation.
A new surface is created. It covers the opening.
Multisided Blend surfaces have no parameters other than those on the Surface Common rollout.
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