Lefty Kreh does describe this connection in ADVANCED FLY FISHING TECHNIQUES with pictures which help make it clearer. You cut the end of the fly line at a shallow angle about 1/4" long and fold it against the line to form a loop of uncut line. Wrap over this with several layers of thread and whip finish as you would a guide wrap on a rod. Coat the thread with a flexable cement not Sally Hansens. I would perhaps glue the line to the angle with the flexament before wrapping.