There is a cool little product called "No Knot Eyelets" that are tiny barbed shafts with an eyelet on the end. These handy items are inserted into the center core of your flyline for providing a smooth, knot-free end to your line for attaching your leader.
They come in packets of two and are different sizes for different weight flylines. And I can assure you, the largest fish will never pull out one of these if they are sized properly for the right line and inserted correctly.
2 per pack. Small (3,4,5 weight line) and Large (6,7,8,9 weight line)