Launching console apps with command completion

For what I'm able to see this seems to be impossible, but just in case
I'm missing something obvious I'm asking it anyway.

How can I get shell command completion (just like with !) for a custom
prefix as urxvt -e ? As it's evident from the question I want to be
able to launch console applications the same that I launch x ones. The
following doesn't provide completion:

bind P colon exec urxvt -e

I can't figure out how to get it without patching the sources.

Thank you in advance
--
Carlos