This is a list of errata in "Coding Interest Rate Derivatives" edition 1.
- p12: "dual numbers also form a field": this is not true due to the many zeros (which are not the defined zero element), e.g. $0+1e_x$ or $0+4e_x$ which do not have a multiplicative inverse. Computationally (and this is why they still work for AD purposes), they form a pseudo-field, since any element which would fail computationally in the real domain, also fails in the dual domain: e.g. 1/0 is undefined and 1/(0+2e_x) is also undefined. Any dual that does not have 0 as the real component has a multiplicative inverse. This error does not have any knock on effects.
This is a list of errata in "Coding Interest Rate Derivatives" edition 1.