class B;
class A {
public:
	B& operator*() {
		return vec[idx];
	}

	B* operator->() {
		return &vec[idx];
	}
private:
	int idx;
	vector<B> vec;
};

class B {
public:
	void frobnicate();
};

void test(A& a) {
	(*a).frobnicate();
	a->frobnicate();
}

I wanted to suggest CRTP but realize it could not work with a vector.

If you are wanting to directly call arbitrary member functions on every object, you can pass in member functions as function pointers:

#include <iostream>
#include <vector>

class ClassB
{
public:
    void SetThingie(const std::string &str);
    void DoSomething(float f, int i);
};

class ClassA
{
public:
	ClassA(int objCount)
	{
		this->objects.resize(objCount);
	}
	
	template<typename MemberFunc, typename ...Args>
	typename std::enable_if<std::is_member_function_pointer<MemberFunc>::value, void>::type
    CallMemberFuncOnObjects(MemberFunc memberFunc, Args&& ...args)
    {
    	int id = 0;
    	
    	for(auto &object : this->objects)
    	{
    		std::cout << "ClassB #" << ++id << " = ";
    		(object.*memberFunc)( args... );
    	}
    	
    	std::cout << std::endl;
    }

private:
    std::vector<ClassB> objects;
};

void ClassB::SetThingie(const std::string &str)
{
    std::cout << str << std::endl;
}

void ClassB::DoSomething(float f, int i)
{
	std::cout << "(" << f << ", " << i << ")" << std::endl;
}

int main()
{
	ClassA myClassA(5);
	
	myClassA.CallMemberFuncOnObjects(&ClassB::SetThingie, "Hello world!");
	myClassA.CallMemberFuncOnObjects(&ClassB::DoSomething, 3.14f, 357);
	
	return 0;
}

[Ideone test code]

The same thing works with just a single object in the array (using currentIndex), but that wouldn't serve much point because you could just access the object and call the function directly, as fastcall22 pointed out.