title: Rename Pandas DataFrame Index
body: <p>I've a csv file without header, with a DateTime index. I want to rename the index and column name, but with df.rename() only the column name is renamed. Bug? I'm on version 0.12.0</p>
  
  <pre><code>In [2]: df = pd.read_csv(r'D:\Data\DataTimeSeries_csv//seriesSM.csv', header=None, parse_dates=[[0]], index_col=[0] )
  
  In [3]: df.head()
  Out[3]: 
                     1
  0                   
  2002-06-18  0.112000
  2002-06-22  0.190333
  2002-06-26  0.134000
  2002-06-30  0.093000
  2002-07-04  0.098667
  
  In [4]: df.rename(index={0:'Date'}, columns={1:'SM'}, inplace=True)
  
  In [5]: df.head()
  Out[5]: 
                    SM
  0                   
  2002-06-18  0.112000
  2002-06-22  0.190333
  2002-06-26  0.134000
  2002-06-30  0.093000
  2002-07-04  0.098667
  </code></pre>