[c#] How to export dataGridView data Instantly to Excel on button click?

I like Jake's solution. The problem with no header is resolved by doing the following

xlWorkSheet.Cells[1, 1] = "Header 1";
xlWorkSheet.Cells[1, 2] = "Header 2";
xlWorkSheet.Cells[1, 3] = "Header 3";

of course this only works is you know what the headers should be ahead of time.

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