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?