Very quick implementation of spline in RooFit, using ROOT TSpline. It supports splines of order 3 or 5. It also support interpolation in the log-space (x or y), for example exp(spline({x0}, {log y0})), useful when you have something (as xsections) that is more similar to exponentials than polynomials.
import ROOT
ROOT.gROOT.ProcessLine('.L RooSpline.cxx+')