Reconciling CIRP for Currency Management

According to covered interest rate parity, the currency that offers the lower (higher) interest rate will trade at a forward premium (discount). This is covered in the discussion on the carry trade.

As we get to roll yield later in the section, according to CIRP F(f/d)=S(f/d)(1+i(f))/(1+r(d)), if the foreign currency has a higher (lower) interest rate, it creates an exchange rate that trades at a forward premium (discount). This seems to contradict what was covered previously.

Where is my disconnect?