Can't use PeriodIndex as DataFrame columns
This raises an Exception:

DataFrame(randn(10, 5), columns=period_range('1/1/2000', periods=5))

/pandas/pandas/core/frame.pyc in _apply_standard(self, func, axis, ignore_failures)
   3209                 try:
   3210                     if hasattr(e, 'args'):
-> 3211                         e.args = e.args + ('occurred at index %s' % str(k),)
   3212                 except NameError:
   3213                     # no k defined yet

UnboundLocalError: local variable 'k' referenced before assignment
