Book on fixed income investing

[Mathias]

I am looking for a book about fixed income investing and/or trading strategies. For example relative value strategies as those employed by LTCM.

I have looked at two book from Wiley "Fixed income strategies. A guide to riding the curve" and "Fixed Income Relative Value Analysis: A Practitioners Guide to the Theory, Tools, and Trades"... Can you recommend other books?

 

[jean-mathieu vermosen]

Hi Mathias,
I got a particular attachment to Martellini & Priaulet's Fixed Income Securities. The style is clear and it's taking the reader from fixed income 101 to swaptions and convertible pricing. They build detailed examples for curve fitting, relative value, etc.

Rgds,
JM