>>> x = np.arange(0,10)
>>> y1 = np.exp(-x/3.0)
>>> y2 = np.sqrt(x)
>>> df = pd.DataFrame(np.concatenate((y1[:,np.newaxis], y2[:,np.newaxis]),axis=1), index=x)

>>> f = [scipy.interpolate.interp1d(df.index, df.iloc[:, i], kind='linear') for i in range(2)]

class Test:

    def __init__(self, df):
        self.df = df
        self._intep = [scipy.interpolate.interp1d(df.index,df.iloc[:, i], kind='linear') for i in range(len(df.columns))]

    def __getitem__(self, pos):
        x, y = pos
        col = self.df.columns[y]
        l = [self._intep[i](x) for i in range(len(col))]
        return np.column_stack(l)

t = Test(df)
t[[1, 2, 4], :]