The Memory of All That is Katharine Weber's memoir of her extraordinary family. Her maternal grandmother, Kay Swift, was known both for her own music (she was the first woman to compose the score to a hit Broadway show, Fine and Dandy) and for her ten-year romance with George Gershwin. Their love affair began during Swift's marriage to James Paul Warburg, the multitalented banker and economist who advised (and feuded with) FDR...