I actually want to implement something similar in look and
feel to the (auto) filter function in Xcel for my OLAP data grid.
My goal is to have a number of columns in my OLAP grid where
the header of one of them has a drop down list attached to it. This
list acts like a filter, as in Xcel. So if the user was to chose
one of the options in the list then the refreshed grid would only
display data for that chosen option (in theory I was going to take
the chosen option and create a slicer axis).
I started simply and tried to just change the style of one of
the column's (even all of the column's) header but to no avail. I'm
currently using the following format: