For the Eurodollar market it is Galen Burghardt's "The Eurodollar Futures and Options Handbook." http://www.amazon.com/gp/product/00...f=pd_bbs_1/102-1346798-7820933?_encoding=UTF8 For the treasury curve, there is much online ... between that and paper trading or real experience I doubt there is a 'bible.' For the ultimate historical perspective try Sidney Homer's "A History of Interest Rates." http://www.amazon.com/gp/product/04..._1/102-1346798-7820933?_encoding=UTF8&s=books A good book on seasonal fixed income trades: Moore, Toepke and Colley's "The Encyclopedia of Commodity and Financial Spreads." http://www.amazon.com/gp/product/0471716006/ref=sr_11_1/102-1346798-7820933?_encoding=UTF8 Pimco and Federal Reserve websites are also flush with required reading ...