I cut the eye off a large hook, filed off the barb and clamped it in my tying vise. Fold the leader a round the hook to form a loop. The hook is just used as a anchor point to keep tension on the leader as you wrap it. Hold the leader and the extra from the loop in one hand to keep tension on the leader, use the pinch method to hold the tag end of the thread. I then start the whip finish using my bobbin and thread. Just like tying a fly, I tie over the tag end. Depending on the size of the leader I will wrap tight wraps anywhere from a 1/4" to 3/8" in length. Throw in a couple of half-hitches and apply the super glue.
I need to take of pics of the process. Even with my crummy picture taking skills, they would probably be better than my long winded explanation.
Pete