consider the DateTimeIndex dates dates = pd.date_range('2016-01-29', periods=4, freq='BM') dates DatetimeIndex(['2016-01-29', '2016-02-29', '2016-03-31', '2016-04-29'], dtype='datetime64[ns]', freq='BM') I want to extend the index by one period at the frequency attached to the object. I expect pd.date_range('2016-01-29', periods=5, freq='BM') DatetimeIndex(['2016-01-29', '2016-02-29', '2016-03-31', '2016-04-29', '2016-05-31'], dtype='datetime64[ns]', freq='BM') I've tried dates.append(dates[[-1]] + pd.offsets.BusinessMonthEnd()) However Not generalized to use frequency of dates I get a performance warning PerformanceWarning: Non-vectorized DateOffset being applied to Series or DatetimeIndex Continue reading...