No water park, but the City of Raleigh has several indoor pools, though it looks like only the Pullen Pool is open right now:
City of Raleigh | Swimming Pools (http://www.raleigh-nc.org/portal/server.pt/gateway/PTARGS_0_0_306_209_0_43/http;/pt03/DIG_Web_Content/category/Leisure/Parks_and_Facilities/Swimming_Pools/Cat-Index.html - broken link)
There is also the new pool at the Triangle Aquatic Center in Cary.
Triangle Aquatic Center (TAC): Public aquatic facilities in Wake County