NSArray *itemArray = [NSArray arrayWithObjects: @"Monthly", @"Yearly", @"Overview", nil];
UISegmentedControl *segmentedControl = [[UISegmentedControl alloc] initWithItems:itemArray];
segmentedControl.frame = CGRectMake(40, 5, self.view.frame.size.width - 80, 30);
segmentedControl.segmentedControlStyle = UISegmentedControlStyleBezeled;
segmentedControl.tintColor = [UIColor blackColor];
segmentedControl.selectedSegmentIndex = 0;
[segmentedControl addTarget:self action:@selector(segmentedControlValueChanged:) forControlEvents:UIControlEventValueChanged];
[self.view addSubview:segmentedControl];
[segmentedControl release];

Simple UISegmentedControl Initialization

Objective C