title: Parse pandas (multi)index to datetime
body: <p>I have multi-index df as follows</p>
  
  <pre><code>                x  y
  id  date            
  abc 3/1/1994  100  7
      9/1/1994   90  8
      3/1/1995   80  9
  </code></pre>
  
  <p>Where dates are stored as str.</p>
  
  <p>I want to parse date index. The following statement</p>
  
  <pre><code>df.index.levels[1] = pd.to_datetime(df.index.levels[1])
  </code></pre>
  
  <p>returns error:</p>
  
  <pre><code>TypeError: 'FrozenList' does not support mutable operations.
  </code></pre>