How to change the corner radius of UISegmentedControl?

This should work:

self.segmentedControl.layer.cornerRadius = 15.0;
self.segmentedControl.layer.borderColor = [UIColor whiteColor].CGColor;
self.segmentedControl.layer.borderWidth = 1.0f;
self.segmentedControl.layer.masksToBounds = YES;

You need to specify the border after setting cornerRadius.