Fixed Income Attribution: List $500 – Discount $250
Articles:

• Fixed-income Performance Attribution: A Flexible Approach
• Fixed Income Attribution:  A Combined Methodology
• Performance Attribution Methodologies:  New Returns-based Attribution and Factor-based Attribution
• The Attribution of Portfolio and Index Returns in Fixed Income
• Primer on Fixed Income Performance Attribution

Book:

• Readings in Fixed Income Attribution

Webcast:

• Fixed Income Attribution Models Webcast
• A Fixed-Income Attribution Overview