Intel(R) MKL provides Data Fitting capabilities for one-dim spline-based interpolation, and cubic spline based computations are part of it. More details can be found at https://software.intel.com/en-us/node/522212. The library also provides the examples which show how to use different types of the splines. Please, note that the current version of Intel(R) MKL does not support B-splines.
Please, let us know, if you have additional questions on the use of the splines.