C / C++ / MFC

std::vector<_OWN_TYPE::iterator > vec;
std::copy(s.begin(), s.end(), std::back_inserter(vec));

std::vector<std::set<int>::iterator> build_index( const std::set<int> &s )
{
	std::vector< std::set<int>::iterator > index;

	for( auto iter( s.begin() ); iter != s.end(); ++iter )
	{
		index.push_back( iter );
	}

	return index;
}

int main()
{
	int set_initialisers[] = { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 };
	std::set<int> s( std::begin( set_initialisers ), std::end( set_initialisers ) );

	std::vector< std::set<int>::iterator > index( build_index( s ) );
}

bool func(set<int>::iterator lhs, set<int>::iterator rhs)
{
	return *lhs > *rhs;
}

sort(vec.begin(), vec.end(), func);

std::copy(vec.begin(), vec.end(), std::ostream_iterator<<big>???</big>>(std::cout, "\t"));