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Note: To create splines in 3D, 3D Spline by Fit Points
The three curves will be shown for this series of points:
Select the control points in the desired order. You can also enter the length and angle between points in the Inspector Bar. After selecting the last point, select Finish from the local menu or press Alt+F. You can also double-click the last point.
Spline
Spline by Control Points
Spline by Fit Points
Bezier
If you want to close the curve, select Close from the local menu instead of Finish.
Closed Spline by Control Points
Closed Spline by Fit Points
Once created, you can use the Edit Tool to change the shape of a spline and add knots. See Editing Splines and Bezier Curves
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