Don't rely on a square knot.. they aren't terribly secure. A double fisherman would work well, but be bulky. If you want to be really fancy, you can do it the way Chris Reeves does it. http://www.chrisreeve.com/knotright.htm
A simple overhand knot using both sides of the lanyard (doubled) is what I've used. One such knot has stayed tied in 550 cord for thirty-odd years. Seems pretty secure. Probably fancier and even "more secure" knots out there, like the figure 8.
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