I found a post with the same question as mine however the links showing an example dont work:

http://blogs.infragistics.com/forums/p/10555/201363.aspx

I am binding to a class called Auction wich contains a property called Security.

Security is itself a class, with a property called StreetDesc.  Here is my XAML

 <igDP:UnboundField Name="StreetDesc" Label="Security Description">
                            <igDP:Field.Settings>
                                <igDP:FieldSettings>
                                    <igDP:FieldSettings.CellValuePresenterStyle>
                                        <Style TargetType="igDP:CellValuePresenter">
                                            <Setter Property="Template">
                                                <Setter.Value>
                                                    <ControlTemplate>
                                                        <TextBlock DataContext="{Binding Security}" Text="{Binding StreetDesc}"></TextBlock>
                                                    </ControlTemplate>
                                                </Setter.Value>
                                            </Setter>
                                        </Style>
                                    </igDP:FieldSettings.CellValuePresenterStyle>
                                </igDP:FieldSettings>
                               
                            </igDP:Field.Settings>
                        </igDP:UnboundField>