Border per column header - wpf

Question

I want to create a table on wpf that each column header has a round corner this is what i got so far:
as you can see, i have the desired outcome with a little un desired outcome.
the undesired out come is that the all data grid header itself (not the columns) is getting the same border, i need to make it transparent, how can i do that?
this is the part of the style:
<DataGrid.ColumnHeaderStyle>
<Style TargetType="{x:Type DataGridColumnHeader}">
<Setter Property="SeparatorBrush" Value="Transparent"/>
<Setter Property="Margin" Value="2"/>
<Setter Property="Template">
<Setter.Value>
<ControlTemplate>
<Grid>
<Border CornerRadius="5 5 0 0" BorderThickness="1" BorderBrush="Black">
<TextBlock Text="{Binding }"/>
</Border>
</Grid>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
</DataGrid.ColumnHeaderStyle>

Answer 1

for some reasons, DataGrid has a blank DataGridColumnHeader in its template. that blank columns doesn't have DataContext value (null). So change border brush to transparent in a DataTrigger:
<ControlTemplate>
<Grid>
<Border CornerRadius="5 5 0 0" BorderThickness="1" >
<TextBlock Text="{Binding}"/>
<Border.Style>
<Style TargetType="Border">
<Setter Property="BorderBrush" Value="Black"/>
<Style.Triggers>
<DataTrigger Binding="{Binding}" Value="{x:Null}">
<Setter Property="BorderBrush" Value="Transparent"/>
</DataTrigger>
</Style.Triggers>
</Style>
</Border.Style>
</Border>
</Grid>
</ControlTemplate>
improved version, which uses ContentPresenter in header template and test Content in a trigger
<ControlTemplate TargetType="{x:Type DataGridColumnHeader}">
<Grid>
<Border CornerRadius="5 5 0 0" BorderThickness="1" >
<ContentPresenter/>
<Border.Style>
<Style TargetType="Border">
<Setter Property="BorderBrush" Value="Black"/>
<Style.Triggers>
<DataTrigger Binding="{Binding Path=Content, RelativeSource={RelativeSource TemplatedParent}}" Value="{x:Null}">
<Setter Property="BorderBrush" Value="Transparent"/>
</DataTrigger>
</Style.Triggers>
</Style>
</Border.Style>
</Border>
</Grid>
</ControlTemplate>
header is not necessary a text, e.g.:
<DataGrid.Columns>
<DataGridTextColumn Binding="{Binding Path=Name}">
<DataGridTextColumn.Header>
<Border Background="Cyan">
<TextBlock Text="NAME" Margin="5"/>
</Border>
</DataGridTextColumn.Header>
</DataGridTextColumn>
</DataGrid.Columns>