Maybe you had use and old freya ISO version? In 0.3 and 0.3.1 there were errors with grub-efi installation.
I will to assume you have create a 350mb efi boot partition on install of elementary, if not, you should reinstall creating it as the first partition (primary, 350mb, type "EFI boot")
Run elementary's live-CD, connect to internet, open terminal and do this:
sudo add-apt-repository ppa:yannubuntu/boot-repair && sudo apt-get update && sudo apt-get install -y boot-repair && boot-repair
once it finish and boot-repair open, click on bottom left to open advanced settings, on main option tab, click on reinstall grub.
In Grub location tab, check you have selected /efi/boot separate partiton selecting elementary boot efi partition.
Click on apply, you have to manually reinstall grub following instructions. Once it finish, open again the program and run recommende repair.
It should repair grub