For the following sentence,
It is this which has excited so curious an interest in his life and character.
"so curious" is an indirect object (people is omitted after "curious"), and "an interest in his life and character" is a direct object?
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The whole construction "so curious an interest in his life and character" is the direct object. It is a noun phrase in which "so curious" is an adjectival phrase premodifying "interest in his life and character" (it is an interest that is curious); "in his life and character" is a posmodifying element called a prepositional phrase that modifies "interest" further. "In" is the preposition justifying the name "prepositional phrase". "His life and character" is the complement of the preposition.