C++ :: How To Rename DataGridView Header By Double Click

I am having a datagrid view. In that suppose I give the header name as wrong, suppose say, instead of "test", i gave it as "tst". So i need to rename in this case. So what i expect is I need to double click that header and rename it. But in code I can't directly give it as "test", since it can be whatever. By double clicking i need to change in that display itself. I can able to catch the double click event. It is as below. Any code which makes me to edit and rename the header.

private void dgvParametersEdit_ColumnHeaderMouseClick(object sender, DataGridViewCellMouseEventArgs e)
{
}