
/*
 Copyright (C) 2003 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email quantlib-dev@lists.sf.net
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#ifndef quantlib_cash_flows_all_hpp
#define quantlib_cash_flows_all_hpp

#include <ql/qldefines.hpp>
#include <ql/CashFlows/core.hpp>

#include <ql/CashFlows/basispointsensitivity.hpp>
#include <ql/CashFlows/cashflowvectors.hpp>
#include <ql/CashFlows/fixedratecoupon.hpp>
#include <ql/CashFlows/floatingratecoupon.hpp>
#include <ql/CashFlows/inarrearindexedcoupon.hpp>
#include <ql/CashFlows/indexcashflowvectors.hpp>
#include <ql/CashFlows/indexedcoupon.hpp>
#include <ql/CashFlows/parcoupon.hpp>
#include <ql/CashFlows/shortfloatingcoupon.hpp>
#include <ql/CashFlows/shortindexedcoupon.hpp>
#include <ql/CashFlows/upfrontindexedcoupon.hpp>


#endif
