Nonlinear effects at laser intensities below the damage treshold can significantly influence the properties of optical multilayer films. To compensate for these effects, or even exploit them for new possibilities in optical components, a precise knowledge of the nonlinear parameters, especially of the nonlinear refractive index n2 of substrates and coating materials is neccesary. Therefore, a novel measurement procedure was developed and qualified to measure the n2 for bulk substrates as well as deposited thin films. The procedure is based on the z-Scan method, and applies an interferometric approach to monitor the wavefront curvature of the transmitted beam. From this data, the nonlinear refractive index of substrate and deposited layer can be determined.