title: how to "overwrite-merge" a pandas dataframe
body: <p>I have a large, multindex (two levels of datetimes)  dataframe.</p>
  
  <p>I have a collection of small dataframes with data. Each dataframe represents a (unique) slice of the main dataframe index.</p>
  
  <p>I want to get that data copied into the main dataframe.  There shouldn't be clashes as each small dataframe is a unique slice of the index.</p>
  
  <p><code>pd.DataFrame.merge</code> and <code>pd.DataFrame.join</code> aren't what i'm looking for -- they will want to make new columns.</p>
  
  <p>I made a tiny toy example below.  What I want is the data (column <code>foo</code>) in <code>dfa</code> and <code>dfb</code> to overwrite the <code>None</code> in <code>df</code> where the indices overlap.</p>
  
  <pre><code>dt = pd.DatetimeIndex(start='2010-1-1', end = '2010-12-31', freq='m')
  dt2 = pd.DatetimeIndex(start='2011-1-1', end = '2011-1-10', freq='d')
  mi = pd.MultiIndex.from_product([dt,dt2], names=['assessment_date', 'contract_date'])
  
  df = pd.DataFrame(index=mi)
  df['foo']=None
  
  
  dta1 = pd.DatetimeIndex(start='2010-1-1', end = '2010-2-1', freq='m')
  dta2 = pd.DatetimeIndex(start='2011-1-1', end = '2011-1-5', freq='d')
  mia = pd.MultiIndex.from_product([dta1,dta2], names=['assessment_date', 'contract_date'])
  dfa = pd.DataFrame(index=mia)
  dfa['foo']="dfa"
  
  
  dtb1 = pd.DatetimeIndex(start='2010-4-1', end = '2010-5-1', freq='m')
  dtb2 = pd.DatetimeIndex(start='2011-1-9', end = '2011-1-12', freq='d')
  mib = pd.MultiIndex.from_product([dtb1,dtb2], names=['assessment_date', 'contract_date'])
  dfb = pd.DataFrame(index=mib)
  dfb['foo']="dfb"
  </code></pre>