I've been making Whole Tenderloin of Beef for years, my tried and true recipe is:

I agree with Leagle49, first have the butcher trim it well, I don't bother with the tying.

Yes, definately roast it whole !

First I marinate it, the marinade taken from an old James Beard recipe.

2 cups Kikkoman Soy Sauce
1 cup of olive oil
2 cups of inexpensive Port Wine
a few bay leaves
2t thyme
1t tobasco
1t salt
1t pepper
5 to 10 fresh garlic gloves. crushed, or more if you really like garlic!

you can marinate overnight, but it makes it a bit strong,
I feel 4 to 6 hours is better.

After marinading the whole beef tenderloin, you can disgard the marinade

Cook the whole tenderloin in a roating pan in the oven at 350 degrees for 1 hour + (not on convection).
Yes, use a meat thermometer, 125 degrees for rare, 150 degrees for medium.

Let stand for a bit before slicing.

Also good at room temperature, and if you want to cook ahead, it's good at room temperature too.

I usually serve mine with a homemade sauce of just throwing together some sour cream, horseradish, mustard, etc.