Does anyone know of a good book (or training course in the UK) that goes over Fixed Income Attribution?
My company has cut its training budget and we can no longer afford the old courses we went on. I’m really keen to enhance my (and my team’s) FIA knowledge and have been told if I can find something reasonable the company will pay. The only thing I can find on a google search (apart from a fer short papers) is a book by Andrew Colin, but it doesn’t have great reviews.
Cheers
Matt