Create DataFrame with a MultiIndex.

In [2]:
df = pd.DataFrame(
    {"a" : [4 ,5, 6],
     "b" : [7, 8, 9],
     "c" : [10, 11, 12]},
    index = pd.MultiIndex.from_tuples(
        [('d',1),('d',2),('e',2)],
    names=['n','v']))