I doubt even tape would hold very well in the water, especially if you're swimming and moving your legs a lot. What I can think of is wearing shaping panties underneath. They work when dry, and should work when wet too. Okay, it's not a swimsuit and it won't dry as well as one, but if it's the pool, you can just bring an extra pair, remove those wet panties in the changing room and bring them home in a plastic bag.