I have a dataframe such as:
0 1 2 3 4 5 0 41.0 22.0 9.0 4.0 2.0 1.0 1 6.0 1.0 2.0 1.0 1.0 1.0 2 4.0 2.0 4.0 1.0 0.
You can get the last index using negative indexing similar to that in Python
last = df.index[-1]
Then
df = df.rename(index={last: 'a'})
Edit: If you are looking for a one-liner,
df.index = df.index[:-1].tolist() + ['a']