That sounds weird to me... I've been on Yasmin for just under two years now, and I've only ever missed two periods. Since my body got used to the pill, my periods are four days at the longest. I'd say keep taking it until your next period and if anything weird happens between now and then, go see your doctor.
It is unusual for it to act that fast but Yaz can have the side effect of lightening or stopping the period all together but from what I understand it is after at least a month but your body may react differently to the medication a doctors opinion would be the best advice.