i don't beleive it is possible to have inside mount curtain rods with finials You certainly would not be able to have your curtain cover the entire window if there were a finial.

You could probably do this with a ceiling-mout rod - you'd mount the rod to the top of the inner frame rather than the ceiling of course.

As mentioned, you would have a gap between the curtain and the side of the window due to the finial.

The closest type of curtain rod to what you are wanting would be Levelor's Twist and Fit rods or a tension mount decorative rod, but it's a double rod. You'll have to highlight this address and then chose to open in a new tab since I can't add two live links without using HTML....
http://www.amazon.com/Tension-Mount-Decorative-Curtain-Black/dp/B005IGVVLS

Here is a link that might be useful: Twist and Fit Rod

The mount is on the inside, but the decorative finials are on the outside, not hindering total curtain coverage.In other words, a more decorative inside rod mount instead of the "unseen" rod that is usually what you get with an inside mount. I know I've seen them but can't remember where.
Justgotabme, that is close to what I'm referring to, thanks for that post.