WPF DataGrid Add select all checkbox in Header in code behind

I am adding dynamically checkbox columns to WPF datagrid based on user interactions (button clicks, checkboxes etc). I need also to add an Select all checkbox to column header programmatically. Any ideas how to do it?

 DataGridCheckBoxColumn  checkBoxColumn=new DataGridCheckBoxColumn();
 checkBoxColumn.Header = "Title";
 checkBoxColumn.UpdateSourceTrigger = UpdateSourceTrigger.PropertyChanged;
 checkBoxColumn.Binding = new Binding(e.PropertyName);
 checkBoxColumn.IsThreeState = true;

I would do it through XAML it should look something like this

<DataGridTemplateColumn>
            <DataGridTemplateColumn.Header>
                <CheckBox isChecked="{Binding SelectAll}"></CheckBox>
            </DataGridTemplateColumn.Header>
            <DataGridTemplateColumn.CellTemplate >
                <DataTemplate >
                    <CheckBox IsChecked="{Binding MyRowCheckProperty}"></CheckBox>
                </DataTemplate>
            </DataGridTemplateColumn.CellTemplate>
        </DataGridTemplateColumn>