API/BUG: Indexing a DatetimeIndex by Period
Curiously one can index a DatetimeIndex by the string representation of a Period, but not by an actual Period object. Is this intentional?

```
Python 3.4.1 (v3.4.1:c0e311e010fc, May 18 2014, 10:45:13) [MSC v.1600 64 bit (AMD64)]
Type "copyright", "credits" or "license" for more information.

IPython 2.2.0 -- An enhanced Interactive Python.
?         -> Introduction and overview of IPython's features.
%quickref -> Quick reference.
help      -> Python's own help system.
object?   -> Details about 'object', use 'object??' for extra details.

In [1]: from pandas import Series, date_range, Period

In [2]: s = Series(range(365), index=date_range('2001-01-01', periods=365))

In [3]: s[str(Period('2001-03', 'M'))]
Out[3]:
2001-03-01    59
2001-03-02    60
2001-03-03    61
2001-03-04    62
2001-03-05    63
2001-03-06    64
2001-03-07    65
2001-03-08    66
2001-03-09    67
2001-03-10    68
2001-03-11    69
2001-03-12    70
2001-03-13    71
2001-03-14    72
2001-03-15    73
2001-03-16    74
2001-03-17    75
2001-03-18    76
2001-03-19    77
2001-03-20    78
2001-03-21    79
2001-03-22    80
2001-03-23    81
2001-03-24    82
2001-03-25    83
2001-03-26    84
2001-03-27    85
2001-03-28    86
2001-03-29    87
2001-03-30    88
2001-03-31    89
Freq: D, dtype: int32

In [4]: s[Period('2001-03', 'M')]
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-4-64d0668f17a9> in <module>()
----> 1 s[Period('2001-03', 'M')]

C:\Python34\lib\site-packages\pandas\core\series.py in __getitem__(self, key)
    482     def __getitem__(self, key):
    483         try:
--> 484             result = self.index.get_value(self, key)
    485
    486             if not np.isscalar(result):

C:\Python34\lib\site-packages\pandas\tseries\index.py in get_value(self, series, key)
   1256                 return self.get_value_maybe_box(series, key)
   1257             except (TypeError, ValueError, KeyError):
-> 1258                 raise KeyError(key)
   1259
   1260     def get_value_maybe_box(self, series, key):

KeyError: Period('2001-03', 'M')
```
