How can I blend between sequences when using SetAnimation?

I am using a USkeletalMeshComponent without animation Blueprint and the animation mode is set to “Use Animation Asset”. I can change easily animation with SkeletalMeshComponent ->SetAnimation(AnimSequence);
My question is how can I blend between sequences when setting a new animation with SetAnimation? Thanks.

I found a solution that works well for what I need. I create a class based on UAnimSingleNodeInstance and I create my own FAnimInstanceProxy. With the FAnimInstanceProxy, I do the blending in the Evaluate function.
virtual bool MyFAnimInstanceProxy::Evaluate(FPoseContext& Output) override;