maturity of instrument in curve

[Xavier.Abulker]

Hello Quantlib
could you please help me to retreive the maturity of instruments in a yield
curve?

1) I define the following yield curve

// deposits segment
        double d2dQuote=0.036;
        double d1mQuote=0.037;
        double d3mQuote=0.038;
        double d6mQuote=0.039;
//********************************************
Handle<MarketElement> d2dRate(new SimpleMarketElement(d2dQuote));
        Handle<MarketElement> d1mRate(new SimpleMarketElement(d1mQuote));
        Handle<MarketElement> d3mRate(new SimpleMarketElement(d3mQuote));
        Handle<MarketElement> d6mRate(new SimpleMarketElement(d6mQuote));
Handle<RateHelper> d2d(new DepositRateHelper(
            RelinkableHandle<MarketElement>(d2dRate), settlementDays,
            2, Days, calendar, nonBdConv, dayCountConvention));
//************************************************
        Handle<RateHelper> d1m(new DepositRateHelper(
            RelinkableHandle<MarketElement>(d1mRate), settlementDays,
            1, Months, calendar, nonBdConv, dayCountConvention));

        Handle<RateHelper> d3m(new DepositRateHelper(
            RelinkableHandle<MarketElement>(d3mRate), settlementDays,
            3, Months, calendar, nonBdConv, dayCountConvention));

        Handle<RateHelper> d6m(new DepositRateHelper(
            RelinkableHandle<MarketElement>(d6mRate), settlementDays,
            6, Months, calendar, nonBdConv, dayCountConvention));
//*****************************************************

2) push back the instruments in the curve

std::vector<Handle<RateHelper> > depoSwapInstruments;
        depoSwapInstruments.push_back(d2d);
        depoSwapInstruments.push_back(d1m);
        depoSwapInstruments.push_back(d3m);
        depoSwapInstruments.push_back(d6m);

3) I'd like to retreive the maturity of the second instrument

I tried  std::cout<<DateFormatter::toString(depoSwapInstruments[1]
->maturity())<<std::endl;
without success

Thanks for your help

Xavier


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