I want format Header like in image (INWARD in First Line, Gross Wt., Pure Wt. & Qty. in Second Line). I can achieve same with following code in XAML, but how can I do this Programmatically?
XAML:
   <dg:DataGrid>
        <dg:DataGridTemplateColumn Width="210">
            <dg:DataGridTemplateColumn.HeaderTemplate>
                <DataTemplate>
                    <Grid>
                        <Grid.RowDefinitions>
                            <RowDefinition />
                            <RowDefinition />
                        </Grid.RowDefinitions>
                        <TextBlock Grid.Row="0" 
                                   Text="INWARD" 
                                   TextAlignment="Center">
                        </TextBlock>
                        <StackPanel Grid.Row="1" Orientation="Horizontal">
                            <TextBlock Width="80"
                                       Text="Gross Weight"
                                       TextAlignment="Right"
                                       Margin="0,0,2,0">
                            </TextBlock>
                            <TextBlock Width="80"
                                       Text="Pure Weight" 
                                       TextAlignment="Right"
                                       Margin="0,0,0,0">
                            </TextBlock>
                            <TextBlock Width="40"
                                       Text="Quantity"
                                       TextAlignment="Right"
                                       Margin="2,0,0,0">
                            </TextBlock>
                        </StackPanel>
                    </Grid>
                </DataTemplate>
            </dg:DataGridTemplateColumn.HeaderTemplate>
            <dg:DataGridTemplateColumn.CellTemplate>
                <DataTemplate>
                    <StackPanel Orientation="Horizontal" >
                        <TextBlock Style="{DynamicResource grdCellCurrencyData}" 
                                                       Width="80"
                                                       Margin="0,0,2,0">
                            <TextBlock.Text> 
                                <MultiBinding Converter="{StaticResource CurrencyConverter}" ConverterParameter="True">
                                    <Binding Path="INGrossWeight" Mode="OneWay" />
                                    <Binding Path="BaseUOMNoofDecimals" Mode="OneWay" />
                                </MultiBinding> 
                            </TextBlock.Text>
                        </TextBlock>
                        <TextBlock Style="{DynamicResource grdCellCurrencyData}"
                                                           Width="80"
                                                           Margin="0,0,0 0">
                            <TextBlock.Text> 
                                <MultiBinding Converter="{StaticResource CurrencyConverter}" ConverterParameter="True">
                                    <Binding Path="INPureWeight" Mode="OneWay" />
                                    <Binding Path="BaseUOMNoofDecimals" Mode="OneWay" />
                                </MultiBinding> 
                            </TextBlock.Text>
                        </TextBlock>
                        <TextBlock Style="{DynamicResource grdCellCurrencyData}"
                                   Width="40"
                                   Text="{Binding Path=INQuantity, Mode=OneWay}" Margin="2,0,0,0">
                        </TextBlock>
                    </StackPanel>
                </DataTemplate>
            </dg:DataGridTemplateColumn.CellTemplate>
        </dg:DataGridTemplateColumn>
    </dg:DataGrid>
In above code if you see in DataGridTemplateColumn, I have taken grid inside and split header in two rows. Same way I want to do programmatically from code behind. can anybody help?