Collapse pandas multiindex to a single index

Question

I have a multi-indexed Pandas dataframe that looks like this:

How can I merge the three-tiered index into one index? Namely, I want to turn (1987, 1, 2) into pd.datetime(1987, 1, 2). I'd prefer a vectorized approach using df.index.map. Here's code that can create the top part of the dataframe:

df = pd.DataFrame(
    {'3 months': [1, 2, 3, 4, 5]},
    index=[
        [1987, 1987, 1987, 1987,1987],
        [1,1,1,1,1],
        [2,5,6,7,8]
    ]
)

Answer 1

Simplest solution with pd.Index.map

df.set_index(df.index.map(lambda t: pd.datetime(*t)))

            3 months
1987-01-02         1
1987-01-05         2
1987-01-06         3
1987-01-07         4
1987-01-08         5