ENH: add converters to Dataframe constructor
#### Is your feature request related to a problem?

I am using pandas to read both csv files and lists of lists.

I have a dictionary mapping some colum headers to a conversion function:

`dict_converters = {"column_a": func_a, "column_b": func_b, "column_e": func_a} `

I find the converters argument in pandas.read_csv to be very useful to pass a dictionary mapping columns to functions so as to apply a bunch of transformations in a single pass:

`df = pd.read_csv("data.csv", converters=dict_converters)`

Doing the same for a dataframe constructed from a list of lists implies to iterate over each transformation:

```
df = pd.DataFrame(data[1:], columns=data[0])
for k, v in dict_converters.items():
    df[k] = df[k].apply(v)

```
#### The solution I would like

It would be nice to be able to use the same syntax as in the read_csv function:
`df = pd.DataFrame(data[1:], columns=data[0], converters=dict_converters)`


#### API breaking implications

Not sure, but as an added feature this should maintain backward compatibility.

#### Example code
[data.csv](https://github.com/pandas-dev/pandas/files/7046279/data.csv)
[converters.py.md](https://github.com/pandas-dev/pandas/files/7046291/converters.py.md)
