This chapter will provide an overview of several core concepts relating to fixed-income markets. In particular, the reader will be familiarized with a working knowledge of the following: What is a bond instrument and its basic components; forward rates, interest yields, and yield; bond price relationships including the conversion of a coupon paying bonds to zero-coupon bonds; risk quantification for fixed-income settings; as well as where to find data for modeling of interest rates from various countries. The reader will also be exposed to the technique of constructing a yield curve using bootstrapping and spline interpolation.