WIP: add multi-multi index support to join
closes #6360 

you need to remove the NotImplemented from the test suite to see if it passes the tests: https://github.com/pydata/pandas/blob/master/pandas/tools/tests/test_merge.py#L1193

also, think about adding a couple of more tests to exercise this (e.g. say an empty frame with the proper index on the merging axis), maybe a couple of simple examples too.
 closing pls reopen if/when updated
 Any chance to reopen this issue? It would be really useful to have this feature in pandas
Cheers @harisbal this is a pull-request to fix an issue. you can certainly build on this.