How do I build a DataTemplate in c# code?

I am trying to build a dropdown list for a winform interop, and I am creating the dropdown in code. However, I have a problem getting the data to bind based on the DataTemplate I specify.

What am I missing?

drpCreditCardNumberWpf = new ComboBox();  
DataTemplate cardLayout = new DataTemplate {DataType = typeof (CreditCardPayment)};   
StackPanel sp = new StackPanel
{
    Orientation = System.Windows.Controls.Orientation.Vertical
};   

TextBlock cardHolder = new TextBlock {ToolTip = "Card Holder Name"};
cardHolder.SetBinding(TextBlock.TextProperty, "BillToName");
sp.Children.Add(cardHolder);

TextBlock cardNumber = new TextBlock {ToolTip = "Credit Card Number"};
cardNumber.SetBinding(TextBlock.TextProperty, "SafeNumber");
sp.Children.Add(cardNumber);

TextBlock notes = new TextBlock {ToolTip = "Notes"};
notes.SetBinding(TextBlock.TextProperty, "Notes");
sp.Children.Add(notes);

cardLayout.Resources.Add(sp, null);

drpCreditCardNumberWpf.ItemTemplate = cardLayout;