  First, an abstract scheme of constructing biorthogonal rational systems
related to some interpolation problems is proposed. We also present a
modification of the famous step-by-step process of solving the Nevanlinna-Pick
problems for Nevanlinna functions. The process in question gives rise to
three-term recurrence relations with coefficients depending on the spectral
parameter. These relations can be rewritten in the matrix form by means of two
Jacobi matrices. As a result, a convergence theorem for multipoint Pad\'e
approximants to Nevanlinna functions is proved.
