Like John and NM, I use a quick link. Great for a quick change of the rig
If, however, you want to tie it to the swivel then a palomar to the hook link is not the best way (In my opinion). Tie the swivel to the main line with a palomar, then you tie a loop in the rig with a figure of eight knot.
To attach the rig you put the whole loop through the rig and then pull the rest of the rig through the loop. This is the strongest way of attaching both mainline and rig to a swivel using simple knots (All in my opinion, of course )