there are vairable sections sweeps which are dashboard features. This should be able to sweep your composite curve fairly easily.
There is the old school sweeps found in Insert>sweep>solid or surface or cut
The old sweeps sometimes do not like complicated trajectories.
There is a helical sweep function you can use but it generates surfaces or solid...not curves
Maybe I'm missing something here, but...
Insert > Helical Sweep > Protrusion
To get your smaller radius going into straight ends may require extra features, but springs are a piece of cake.
but to get decent transitions into end features on helical parts, i find that the swept curve approach creates much nicer part models that the built in "helix" features.
All depends on what you need the model to do/represent.