ENH: Add Index.to_frame method
Title is self-explanatory.  Closes #15230.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=h1) Report
> Merging [#17815](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/7db7f82ed34dfe9b9768f2449b291d5abd6ef60a?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/17815/graphs/tree.svg?token=eZ4WkYLtcO&width=650&src=pr&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #17815      +/-   ##
==========================================
- Coverage   91.26%   91.24%   -0.02%     
==========================================
  Files         163      163              
  Lines       49978    49990      +12     
==========================================
+ Hits        45611    45614       +3     
- Misses       4367     4376       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.05% <100%> (ø)` | :arrow_up: |
| #single | `40.24% <16.66%> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.47% <100%> (+0.01%)` | :arrow_up: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `95.61% <100%> (+0.02%)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.74% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=footer). Last update [7db7f82...75f11cc](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=h1) Report
> Merging [#17815](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/9f0ee53dad3bd14a3f0475a29d326c89c6b6aced?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/17815/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #17815      +/-   ##
==========================================
- Coverage   91.26%   91.24%   -0.02%     
==========================================
  Files         163      163              
  Lines       49980    49992      +12     
==========================================
+ Hits        45613    45616       +3     
- Misses       4367     4376       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.05% <100%> (ø)` | :arrow_up: |
| #single | `40.24% <16.66%> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `96.39% <ø> (ø)` | :arrow_up: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `95.61% <100%> (+0.02%)` | :arrow_up: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.47% <100%> (+0.01%)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.74% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=footer). Last update [9f0ee53...1c0aaec](https://codecov.io/gh/pandas-dev/pandas/pull/17815?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @jreback @jschendel : Addressed all comments, and everything is green.  PTAL. Minor comment, otherwise LGTM. thanks. maybe make an issue about this https://github.com/pandas-dev/pandas/pull/17815#discussion_r143450890 if you would 