Well... You could use "wiggle Board" which, if you're unfamiliar with it, is a plywood product that can be easily formed into curves. Ask for "wiggle board at a lumber yard they'll know what you ar looking for. Alternatively you could build up the curve by using several layers of thinner material, such as 1/8"
Luan, Upsom board, or heavy card-board < Not the corragated kind>. Notice all these are "cover" or Finish treatments. With a 14" diameter there is no reason you can't have all the sides of the steps be " Flat" or perpendicular to the front edge of the tread, then let the cover treatment create the smooth curve look you are trying for. If you don't have access to either of the afforementioned materials you can also use 1/8"
masonite but you're probably going to want to wet down the back side of it for a while to help mold to the curve. That help ?