Rename Pandas DataFrame Index

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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

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

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