Index.to_datetime() has no `format` keyword
`Index.to_datetime` has no `format` keyword (and more generally, it lacks all keyword arguments from `pd.to_datetime` except for `dayfirst`). 

Maybe it could be made more similar to `pd.datetime`? (or even just use it under the hood?)

Code: https://github.com/pydata/pandas/blob/master/pandas/core/index.py#L278 
Docs: http://pandas.pydata.org/pandas-docs/dev/generated/pandas.Index.to_datetime.html#pandas.Index.to_datetime

Thanks to @stijnvanhoey for reporting
