It would be nice to have a method to change the .name attribute on the columns/index, to permit it in a method chain. (This is a suggestion based on this stackoverflow question.)
Instead of
df.columns.name = 'A'
df.index.name = 'B'
df
A 0 1
B
0 9 4
1 15 0
2 17 16
it would allow something like
df.rename_columns('A').rename_index('B')
or perhaps be a keyword argument to the existing .rename(). Does this seem like something that would fit in with pandas?
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