The method of folding over the end of the line the securing with thread is often referred to as a "whipped loop". Another way to make an end loop by folding the flyline is too secure the folded section with two nail knots. You can find examples of both with google searches on "flyline loops", "whipped loops", "whipping flyline loop" or variations of those terms. I'd post links but that is awkward to do from my blackberry.