dont expect many ppl to care at this point but i had found an error awhile ago that i had bookmarked and jsut came across again:
book 4 page 115: bank enters 3 month forward contract, and they want to know credit risk one month in. the rates should be taken to the exponent of 2/3, but the answer takes it to the exponent of 2/12.
unless im missing something i think the exponent is wrong.