diff --git a/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp b/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
index d08a1a721f5..202a05a3f18 100644
--- a/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
+++ b/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
@@ -213,7 +213,7 @@ namespace QuantLib {
                                     const std::vector<Handle<Quote> >& jumps,
                                     const std::vector<Date>& jumpDates,
                                     const T& interpolator)
-    : DefaultDensityStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : DefaultDensityStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), densities, interpolator),
       dates_(dates)
     {
@@ -227,7 +227,7 @@ namespace QuantLib {
             const DayCounter& dayCounter,
             const Calendar& calendar,
             const T& interpolator)
-    : DefaultDensityStructure(dates.front(), calendar, dayCounter),
+    : DefaultDensityStructure(dates.at(0), calendar, dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), densities, interpolator),
       dates_(dates)
     {
@@ -240,7 +240,7 @@ namespace QuantLib {
             const std::vector<Real>& densities,
             const DayCounter& dayCounter,
             const T& interpolator)
-    : DefaultDensityStructure(dates.front(), Calendar(), dayCounter),
+    : DefaultDensityStructure(dates.at(0), Calendar(), dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), densities, interpolator),
       dates_(dates)
     {
diff --git a/ql/termstructures/credit/interpolatedhazardratecurve.hpp b/ql/termstructures/credit/interpolatedhazardratecurve.hpp
index d20967ba3c0..1810668ccd2 100644
--- a/ql/termstructures/credit/interpolatedhazardratecurve.hpp
+++ b/ql/termstructures/credit/interpolatedhazardratecurve.hpp
@@ -211,7 +211,7 @@ namespace QuantLib {
                                     const std::vector<Handle<Quote> >& jumps,
                                     const std::vector<Date>& jumpDates,
                                     const T& interpolator)
-    : HazardRateStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : HazardRateStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), hazardRates, interpolator),
       dates_(dates)
     {
@@ -225,7 +225,7 @@ namespace QuantLib {
             const DayCounter& dayCounter,
             const Calendar& calendar,
             const T& interpolator)
-    : HazardRateStructure(dates.front(), calendar, dayCounter),
+    : HazardRateStructure(dates.at(0), calendar, dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), hazardRates, interpolator),
       dates_(dates)
     {
@@ -238,7 +238,7 @@ namespace QuantLib {
             const std::vector<Rate>& hazardRates,
             const DayCounter& dayCounter,
             const T& interpolator)
-    : HazardRateStructure(dates.front(), Calendar(), dayCounter),
+    : HazardRateStructure(dates.at(0), Calendar(), dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), hazardRates, interpolator),
       dates_(dates)
     {
diff --git a/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp b/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
index 0e4039662de..040e0a07308 100644
--- a/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
+++ b/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
@@ -194,7 +194,7 @@ namespace QuantLib {
                                     const std::vector<Handle<Quote> >& jumps,
                                     const std::vector<Date>& jumpDates,
                                     const T& interpolator)
-    : SurvivalProbabilityStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : SurvivalProbabilityStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), probabilities, interpolator),
       dates_(dates)
     {
diff --git a/ql/termstructures/yield/discountcurve.hpp b/ql/termstructures/yield/discountcurve.hpp
index 54f2ea77651..a1ccbeb1d89 100644
--- a/ql/termstructures/yield/discountcurve.hpp
+++ b/ql/termstructures/yield/discountcurve.hpp
@@ -204,7 +204,7 @@ namespace QuantLib {
                                  const std::vector<Handle<Quote> >& jumps,
                                  const std::vector<Date>& jumpDates,
                                  const T& interpolator)
-    : YieldTermStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : YieldTermStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), discounts, interpolator),
       dates_(dates)
     {
@@ -218,7 +218,7 @@ namespace QuantLib {
                                  const DayCounter& dayCounter,
                                  const Calendar& calendar,
                                  const T& interpolator)
-    : YieldTermStructure(dates.front(), calendar, dayCounter),
+    : YieldTermStructure(dates.at(0), calendar, dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), discounts, interpolator),
       dates_(dates)
     {
@@ -231,7 +231,7 @@ namespace QuantLib {
                                  const std::vector<DiscountFactor>& discounts,
                                  const DayCounter& dayCounter,
                                  const T& interpolator)
-    : YieldTermStructure(dates.front(), Calendar(), dayCounter),
+    : YieldTermStructure(dates.at(0), Calendar(), dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), discounts, interpolator),
       dates_(dates)
     {
diff --git a/ql/termstructures/yield/forwardcurve.hpp b/ql/termstructures/yield/forwardcurve.hpp
index 648d3d6becc..31daa3a8cdf 100644
--- a/ql/termstructures/yield/forwardcurve.hpp
+++ b/ql/termstructures/yield/forwardcurve.hpp
@@ -215,7 +215,7 @@ namespace QuantLib {
                                     const std::vector<Handle<Quote> >& jumps,
                                     const std::vector<Date>& jumpDates,
                                     const T& interpolator)
-    : ForwardRateStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : ForwardRateStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), forwards, interpolator),
       dates_(dates)
     {
@@ -229,7 +229,7 @@ namespace QuantLib {
             const DayCounter& dayCounter,
             const Calendar& calendar,
             const T& interpolator)
-    : ForwardRateStructure(dates.front(), calendar, dayCounter),
+    : ForwardRateStructure(dates.at(0), calendar, dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), forwards, interpolator),
       dates_(dates)
     {
@@ -242,7 +242,7 @@ namespace QuantLib {
             const std::vector<Rate>& forwards,
             const DayCounter& dayCounter,
             const T& interpolator)
-    : ForwardRateStructure(dates.front(), Calendar(), dayCounter),
+    : ForwardRateStructure(dates.at(0), Calendar(), dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), forwards, interpolator),
       dates_(dates)
     {
diff --git a/ql/termstructures/yield/zerocurve.hpp b/ql/termstructures/yield/zerocurve.hpp
index c45513cdaf9..3ba61fa5c3f 100644
--- a/ql/termstructures/yield/zerocurve.hpp
+++ b/ql/termstructures/yield/zerocurve.hpp
@@ -199,7 +199,7 @@ namespace QuantLib {
                                     const std::vector<Handle<Quote> >& jumps,
                                     const std::vector<Date>& jumpDates,
                                     const T& interpolator)
-    : ZeroYieldStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : ZeroYieldStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), yields, interpolator),
       dates_(dates)
     {
@@ -213,7 +213,7 @@ namespace QuantLib {
                                                const DayCounter& dayCounter,
                                                const Calendar& calendar,
                                                const T& interpolator)
-    : ZeroYieldStructure(dates.front(), calendar, dayCounter),
+    : ZeroYieldStructure(dates.at(0), calendar, dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), yields, interpolator),
       dates_(dates)
     {
@@ -226,7 +226,7 @@ namespace QuantLib {
                                                const std::vector<Rate>& yields,
                                                const DayCounter& dayCounter,
                                                const T& interpolator)
-    : ZeroYieldStructure(dates.front(), Calendar(), dayCounter),
+    : ZeroYieldStructure(dates.at(0), Calendar(), dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), yields, interpolator),
       dates_(dates)
     {