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Trading the fixed income, inflation and credit markets - errata

One of the joys of writing a book is experiencing the horror of spotting a mistake.  Here are list of corrections.  Please accept my apologies for these errors. 

Page 61 - this is the discussion on OIS discounting.  Just above equation A3, there is a sentence that reads "However, since the forward rates derived using OIS discount factors are different than those derived using LIBOR discount factors the resulting fixed swap rate will be different."  This is incorrect.  We have actually derived a complete set of forward rates and discount factors that is consistent with the quoted swap rates and OIS rates.  This means that although the equation at the bottom of the page is correct in its format, the answer should be 4.00%. 

Page 185 - during the editing process we had a number of issues relating to the quality of the some of the screen shots.  As a result I have inadvertently inserted the incorrect table in figure 6.1.  This table is also used on page 206 (figure 6.6).  The correct table that corresponds to the figures on the text is shown below. 

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