Series or DataFrame asof() fails when the index is a PeriodIndex and the value is a datetime or Timestamp
For example:

> > > pi = pandas.period_range('2012/09/10', periods=10, freq='D')
> > > s = pandas.TimeSeries(data=range(len(pi)), index=pi)
> > > dt = pandas.Timestamp('2012/09/13')
> > > 
> > > s[dt]
> > > 3
> > 
> > s.asof(dt)
> > TypeError: Cannot compare Timestamp with 25-May-2012
