Answer
There are no solutions to this scenario.
Work Step by Step
Person A says "I am not the spy," B says "I am not the spy," and C says "I am not the spy."
If A is the spy, then she is choosing to lie and both B and C are telling the truth. Neither of them can be the knave, so A cannot be the spy.
If A is the knave, her statement is true. Therefore, she cannot be the knave.
Because someone must be the knave, yet this person's statement evaluates to true under this condition, there are no solutions.