Create a new AW.UI.Checkbox control and put it into the header with setHeaderTemplate(obj, col) method
var checkbox = new AW.UI.Checkbox; grid.setHeaderTemplate(checkbox, 0);
Extended grid allows multiple header rows. Use setHeaderTemplate(obj, col, row) method
grid.setHeaderTemplate(checkbox1, 0, 1); // first column, second header row grid.setHeaderTemplate(checkbox2, 1, 1); // second column, second header row
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