Dynamically build a nested WPF DataGrid

I've found lots of code on this site and others that show how to create a nested datagrid in XAML but I'm unable to locate any information on how to use c# code to obtain the same results. What I would like to be able to do is convert this:

<DataGrid ...>
  <DataGrid.Columns>
    <DataGridTextColumn Header="Received Date" Binding="{Binding Received}" .../>
     ...
  </DataGrid.Columns>
  <DataGrid.RowDetailsTemplate>
     <DataTemplate>
        <DataGrid ItemsSource="{Binding Details}" ...>
           <DataGrid.Columns>
              <DataGridTextColumn Header="Log Date" Binding="{Binding LogDate}" />
              ...
           </DataGrid.Columns>
         </DataGrid>
      </DataTemplate>
    </DataGrid.RowDetailsTemplate>
  <DataGrid>

to C# code.

The data structure is something like this:

public class MessageData {
   Guid MessageId {get; set;}
   DateTime ReceivedDate { get; set; }
   ...
   List<Even开发者_运维问答tDetail> Details { get; set; }
}

public class EventDetail {
   Guid MessageId { get; set; }
   DateTime LogDate { get; set; }
   string LogEvent { get; set; }
   ...
}

It seems that now I can get most of it working except being able to define the columns in the inner datagrid - the code works if I set auto generate to true but I am unable to figure out how to define the columns for the inner grid.

DataGrid dg = new DataGrid();
...
dg.IsReadOnly = true;
FrameworkElementFactory details = FrameworkElementFactory(typeof(DataGrid));
details.SetBinding(ItemsControl.ItemsSourceProperty, new Binding("Details"));
details.SetValue(DataGrid.AutoGenerateColumnsProperty, true);
DataTemplate dt = new DataTemplate(typeof(DataGrid));
dt.VisualTree = details;
dt.RowDetailsTemplate = dt;
dg.ItemsSource = myDataSouce;

this works but when I set AutoGenerateColumns to false - and try to define the columns it fails...

Creating a DataGrid in code-behind is just a matter of doing the following:

var dataGrid = new DataGrid();

The DataGrid columns can be added in code-behind, see the following example from MSDN:

//Create a new column to add to the DataGrid
DataGridTextColumn textcol = new DataGridTextColumn();
//Create a Binding object to define the path to the DataGrid.ItemsSource property
//The column inherits its DataContext from the DataGrid, so you don't set the source
Binding b = new Binding("LastName");
//Set the properties on the new column
textcol.Binding = b;
textcol.Header = "Last Name";
//Add the column to the DataGrid
DG2.Columns.Add(textcol);

Probably the trickiest part to do in code-behind is create your row template. The construction of DataTemplates in code has been covered in other questions:

Create DataTemplate in code behind