SPLINTER (SPLine INTERpolation) is a library for multivariate function approximation with splines. The library can be used for function approximation, regression, data smoothing, data reduction, and much more. Spline approximations are represented by a speedy C++ implementation of the tensor product B-spline. The B-spline consists of piecewise polynomial basis functions, offering a high flexibility and smoothness. The B-spline can be fitted to data using ordinary least squares (OLS), possibly with regularization. The library also offers construction of penalized splines (P-splines).