Having a WordPress blog behind a Nginx reverse proxy secured with SSL

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Add to your wp-config.php file on the backend server the following lines :

if ($_SERVER['HTTP_X_FORWARDED_PROTO'] == 'https')

And add to your Nginx reverse proxy config file this line :

proxy_set_header X-Forwarded-Proto https;

P.S. if you have some mixed content (insecure) just install the plugin WordPress HTTPS (SSL)

Source: WordPress