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I got the error below. Looking at the code, it looks like there's a return statement missing above - the code should never get to this point, or should return the DataFrame given as argument, whenever inplace=True.
/Library/Python/2.7/site-packages/pandas/core/generic.pyc in interpolate(self, method, axis, limit, inplace, downcast, **kwargs)
2304 if axis == 1:
2305 res = res.T
-> 2306 return res
2307
2308 #----------------------------------------------------------------------
UnboundLocalError: local variable 'res' referenced before assignment
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