How to set the DataContext on a DataGrid Column Header

Question

In my Silverlight 3 user control I am showing a basic DataGrid control. I need to generate the columns programmatically as

Answer 1

Turns out that one can use the Header property (which is of type Object) as the DataContext for the DataTemplate (set as shown above):

Style headerStyle = (Style)Resources["ColumnHeaderStyle"];
DataGridTextColumn col = new DataGridTextColumn();
col.HeaderStyle = headerStyle;
col.Header = myHeaderDataContext; // DataContext for ColumnHeaderStyle
dataGrid.Columns.Add(col);