It turns out my assertion from the previous email was incorrect - the interpolator is only available on the old platform: MonotoneConvexSplineInterpolator.
There’s no particular reason that this hasn’t been ported to Strata as yet, probably just that we haven’t encountered a use case where someone needed it. I’ll add another issue to ensure it gets ported at some point. https://github.com/OpenGamma/Strata/issues/1274. (Of course, you’re always welcome to contribute an implementation!)