I think you're talking about a table of contents, rather than an index. If I understand you correctly, I think you want the headings on the current page, and the headings in the child pages to all be displayed on the top page.
You could do that using excerpt-include macros. It would show you the list of headings in the child page and they look like links but they're not clickable. (This has been a 'feature' since version 3.4). But it will at least show you what's on the child pages.
Depending on your Confluence version the way to test it is:
In 3.5 and earlier, use wiki markup and ...
You will see the headings from the child page, but like I said, they look like links but don't go anywhere.
In Confluence 5 ...
(But in case you are talking about an index, have you seen the Page Index macro? It lists everything in the space, all on one page. https://confluence.atlassian.com/display/DOC/Page+Index+Macro)
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