private Dictionary<int, Headers> analyseHeaders(OlapInfoAxis  axisInfo, Axis  axis)

private Dictionary<int, Headers> analyseHeaders(OlapInfoAxis  axisInfo, Axis  axis)
{
    Dictionary<int, Headers>  dict = new Dictionary<int,Headers>();
    bool isNew = false;

    Headers previousNewHeaders = new Headers();
    
    for (int i = 0; i <  axisInfo.Hierarchies.Count; i++)
    {
        Header hdr = new Header();
        hdr.Caption = null;
        hdr.IsNew = true;

        previousNewHeaders.Add(hdr);
    }

for (int position = 0; position <  axis.Positions.Count; position++)
{
    // Step 1
    isNew = false;
    Headers tempHeaders = new Headers();
    for (int hierCount = 0; hierCount <  axisInfo.Hierarchies.Count-1; hierCount++)
    {
        Header hdr = new Header();
        hdr.Caption =  axis.Positions[position].Members[hierCount].Caption;
        if ( !hdr.Caption.Equals(previousNewHeaders[hierCount].Caption))
        {
            isNew = true;
            hdr.IsNew = true;
        }
        tempHeaders.Add(hdr);
    }

        // Step 2
        Header lastHeader = new Header();
        lastHeader.Caption =  axis.Positions[position].Members[ axisInfo.Hierarchies.Count-1].Caption;
        lastHeader.IsNew = true;
        tempHeaders.Add(lastHeader);

        // Step 3
        if (isNew)
        {
             dict.Add(position, tempHeaders);
            previousNewHeaders = tempHeaders;
        }
    }


    return  dict;
}
#endregion

StringBuilder sb = new StringBuilder();
foreach (int key in rowDict.Keys)
{
    sb = new StringBuilder();
    sb.Append(" Key ");
    sb.Append(key);

    Headers tempHeaders = rowDict[key];

    foreach (Header hdr in tempHeaders)
    {
        sb.Append(" ");
        sb.Append(hdr.Caption);
        if (hdr.IsNew) { sb.Append(" Is New "); }
        else { sb.Append(" is not new "); }
    }
    Debug.WriteLine(sb.ToString());
}

Key 0 No Discount Is New  Specialty Bike Shop Is New  Accessories Is New 
Key 3 No Discount is not new  Value Added Reseller Is New  Accessories Is New 
Key 6 No Discount is not new  Warehouse Is New  Accessories Is New 
Key 9 Reseller Is New  Specialty Bike Shop Is New  Accessories Is New 
Key 12 Reseller is not new  Value Added Reseller Is New  Accessories Is New 
Key 15 Reseller is not new  Warehouse Is New  Accessories Is New

private void displayCellSetHierarchy(CellSet  cs)
{
    int columnPosition;
    int rowPosition;

    OlapInfo olapInfo =  cs.OlapInfo;
    OlapInfoAxis columnAxisInfo = olapInfo.AxesInfo.Axes[0];
    OlapInfoAxis rowAxisInfo = olapInfo.AxesInfo.Axes[1];

    Axis columnAxis =  cs.Axes[0];
    Axis rowAxis =  cs.Axes[1];

    int colOffset = rowAxisInfo.Hierarchies.Count;
    int rowOffset = columnAxisInfo.Hierarchies.Count;
    

    int numberOfColumns = rowAxisInfo.Hierarchies.Count +  cs.Axes[0].Positions.Count;
    int numberOfRows = columnAxisInfo.Hierarchies.Count +  cs.Axes[1].Positions.Count;

    // 1 - DGV Setup
    DgvCube.ColumnCount = numberOfColumns;
    DgvCube.RowCount = numberOfRows;
    DgvCube.ColumnHeadersVisible = false;
    DgvCube.RowHeadersVisible = false;

    DgvCube.Columns[colOffset-1].Frozen = true;
    DgvCube.Rows[rowOffset- 1].Frozen = true;

  // 2 - Information Analysis
  Dictionary<int, Headers> rowDict = analyseHeaders(rowAxisInfo, rowAxis);
  Dictionary<int, Headers> colDict = analyseHeaders(columnAxisInfo, columnAxis);


  StringBuilder sb = new StringBuilder();
  foreach (int key in rowDict.Keys)
  {
      sb = new StringBuilder();
      sb.Append(" Key ");
      sb.Append(key);

      Headers tempHeaders = rowDict[key];

      foreach (Header hdr in tempHeaders)
      {
          sb.Append(" ");
          sb.Append(hdr.Caption);
          if (hdr.IsNew) { sb.Append(" Is New "); }
          else { sb.Append(" is not new "); }
      }
      Debug.WriteLine(sb.ToString());
  }

  // 3 - Column Header Presentation
  int columnHierNumber = columnAxisInfo.Hierarchies.Count;
  for (columnPosition = 0; columnPosition < columnAxis.Positions.Count; columnPosition++)
  {
      for (int hierCount = 0; hierCount < columnHierNumber - 1; hierCount++)
      {
          if (colDict.ContainsKey(columnPosition))
          {
              Header header = colDict[columnPosition][hierCount];
              if (header.IsNew)
              {
                  DgvCube[columnPosition + colOffset, hierCount].Value = header.Caption;
              }
          }
          DgvCube[colOffset + columnPosition, hierCount].Style.BackColor = Color.SteelBlue;
          DgvCube[colOffset + columnPosition, hierCount].Style.ForeColor = Color.White;
      }

      DgvCube[colOffset + columnPosition, columnHierNumber-1].Style.BackColor = Color.SteelBlue;
      DgvCube[colOffset + columnPosition, columnHierNumber-1].Style.ForeColor = Color.White;
      DgvCube[colOffset + columnPosition, columnHierNumber-1].Value = columnAxis.Positions[columnPosition].
          Members[columnHierNumber - 1].Caption;
  }

// 4 - Row Header and Data loading
int rowHierNumber = rowAxisInfo.Hierarchies.Count;

for (rowPosition = 0; rowPosition < rowAxis.Positions.Count; rowPosition++)
{
    // 4.1 - Header drawing if necessary
    for (int hierCount = 0; hierCount < rowHierNumber - 1; hierCount++)
    {
        if (rowDict.ContainsKey(rowPosition))
        {
            if ( rowDict[rowPosition][hierCount].IsNew)
            {
                DgvCube[hierCount, rowPosition + rowOffset].Value = rowAxis.Positions[rowPosition].
                    Members[hierCount].Caption;
            }
        }
        DgvCube[hierCount, rowPosition + rowOffset].Style.BackColor = Color.SteelBlue;
        DgvCube[hierCount, rowPosition + rowOffset].Style.ForeColor = Color.White;
    }

    // 4.2 - Last hiearchy member is systematically  written
    DgvCube[rowHierNumber - 1, rowPosition + rowOffset].Style.BackColor = Color.SteelBlue;
    DgvCube[rowHierNumber - 1, rowPosition + rowOffset].Style.ForeColor = Color.White;
    DgvCube[rowHierNumber-1, rowPosition + rowOffset].Value = rowAxis.Positions[rowPosition].
        Members[rowHierNumber-1].Caption;


    // 4.3 - Data loading
    for (columnPosition = 0; columnPosition < columnAxis.Positions.Count; columnPosition++)
    {
        DgvCube[columnPosition + colOffset, rowPosition + rowOffset].Value =  cs.Cells[columnPosition, rowPosition].
            FormattedValue;
    }
 }

 DgvCube.AutoSizeColumnsMode = DataGridViewAutoSizeColumnsMode.AllCells;

}

public void Close()
{
    _mdConn.Close();
}