There are technically libraries out there that allow you to set the PWM frequency. They are, however, typically labeled as audio "tone" libraries. It doesn't matter if the library is designed for audio, it's still just a PWM library. I've written some of these libraries, some of which will output PWM signals at up to the gigahertz range.
This interests me. Particularly the part about the gigahertz range. I haven't heard of this before. Could you point me to somewhere that explains how this is done?