With user-specified coding, you can take over the coding of the design matrix in the .CSV file you submit to CBC/HB software, so you can accomplish "piecewise coding," which I think is what you want to create the spline. If you go this route, you'll not be able to use Sawtooth Software's market simulators, unless you do a bit of reorganizing of the part-worth utilities for price in the .CSV file. If you really needed to use our simulators, I could describe this in a follow-up email to you.
But, the trick is to do the piecewise coding for the "user-specified" columns that will deal with the price attribute. You can write me an email regarding how to do this, in case you don't already know, as I'm sure you've got my email since we communicate somewhat often.