BUG: Formatting of an index that has ``nan`` was inconsistent or wrong (would fill from
     other values), (GH2850_)

BUG: issue in test_index.py/test_format
       1) printing of 'nan' rather than the na_rep (NaN) is inconcistent
          with everywhere else
       2) a 'None' in the index is defacto treated as NaN, is this wrong?

CLN: constistency among index for NaN/NaT values
Merge pull request #3034 from jreback/set_index

BUG:  Formatting of an index that has nan was inconsistent or wrong