public sealed class MyMapping : CsvClassMap<TradingCalendarException>
    {
        public MyMapping()
        {
            EnumConverter enumConverter = new EnumConverter(typeof(CalendarExceptionEntityType));

            Map(m => m.ExceptionEntityType).Index(0).Name("EXCEPTION_ENTITY_TYPE").TypeConverter(enumConverter);
            Map(m => m.ExceptionEntityIdentifier).Index(1).Name("EXCEPTION_ENTITY_IDENTIFIER");
            Map(m => m.OptionType).Index(2).Name("OPTION_TYPE");
            Map(m => m.StartDatetime).Index(3).Name("EXCEPTION_START_DATETIME");
            Map(m => m.EndDatetime).Index(4).Name("EXCEPTION_END_DATETIME");
            Map(m => m.DataSourceType).Index(5).Name("DATA_SOURCE_TYPE");
            Map(m => m.Description).Index(6).Name("DESCRIPTION");
        }
    }

using (StreamWriter file = new StreamWriter(filePath, false, Encoding.UTF8))
        {
            CsvWriter writer = new CsvWriter(file);
            MyMapping mapping = new MyMapping();
            writer.Configuration.RegisterClassMap(mapping);

            writer.WriteRecords(calendarExceptionList);
        }