Is there any property on the gird such that it gives me a dropdown with list of names of all columns?

In specific, when you click on a header, say H1 a dropdown appears with list of all the column names on that grid. Say now from that list you have clicked on H2 which is the some other column name, then H1 is now replacd by H2 column. Is there any property to do something like this or any property that deals with list of column names to get displayed automatically.

Thanks, 

Sindhu