There are many introductory books covering fixed income mathematics and financial engineering. They cover essentially the same topics: discounting, bond pricing, duration, convexity, derivatives and pricing. Questa's book is one of the best. I like it because it is practical, so you learn how to use the mathematics in the real world. While many books avoid details such as day counts, value dates, accrued interest or pricing conventions, Questa jumps right in and tells you what you need to know. I also like the book because it integrates foreign exchange seamlessly into the discussion.

There are 19 chapters in three parts:

Short-term money market instruments

Long-term securities, futures and swaps

Options

There is excellent material on callable bonds and option adjusted spreads. Several chapters provide a basic introduction to fixed income option pricing. Overall, this is an excellent book.