/* This file is automatically generated; do not edit. */

#include <ql/cashflows/averagebmacoupon.hpp>
#include <ql/cashflows/capflooredcoupon.hpp>
#include <ql/cashflows/capflooredinflationcoupon.hpp>
#include <ql/cashflows/cashflows.hpp>
#include <ql/cashflows/cashflowvectors.hpp>
#include <ql/cashflows/cmscoupon.hpp>
#include <ql/cashflows/conundrumpricer.hpp>
#include <ql/cashflows/coupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/cpicoupon.hpp>
#include <ql/cashflows/cpicouponpricer.hpp>
#include <ql/cashflows/digitalcmscoupon.hpp>
#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/digitaliborcoupon.hpp>
#include <ql/cashflows/dividend.hpp>
#include <ql/cashflows/duration.hpp>
#include <ql/cashflows/equitycashflow.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/cashflows/indexedcashflow.hpp>
#include <ql/cashflows/inflationcoupon.hpp>
#include <ql/cashflows/inflationcouponpricer.hpp>
#include <ql/cashflows/lineartsrpricer.hpp>
#include <ql/cashflows/multipleresetscoupon.hpp>
#include <ql/cashflows/overnightindexedcoupon.hpp>
#include <ql/cashflows/overnightindexedcouponpricer.hpp>
#include <ql/cashflows/rangeaccrual.hpp>
#include <ql/cashflows/rateaveraging.hpp>
#include <ql/cashflows/replication.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/cashflows/timebasket.hpp>
#include <ql/cashflows/yoyinflationcoupon.hpp>
#include <ql/cashflows/zeroinflationcashflow.hpp>
