at pm on the nd to last business day of the quarteryou could doin [ ] pm ( asfreq(' '' ' asfreq(' '' ' in [ ] pm out[ ]period( : '' 'in [ ] pm to_timestamp(out[ ]figure - different quarterly frequency conventions generating quarterly ranges works as you would expect using period_range arithmetic is identicaltooin [ ]rng pd period_range(' '' 'freq=' -jan'in [ ]ts series(np arange(len(rng))index=rngin [ ]ts out[ ] freqq-jan in [ ]new_rng (rng asfreq(' '' ' asfreq(' '' ' in [ ]ts index new_rng to_timestamp(in [ ]ts out[ ] : : : : : : : : : : : : time series www it-ebooks info