When proving the put call parity, the ER explains that caplet - floorlet = r(t) - 3.5? I was expecting; caplet - floorlet = r(t) - 3.5e^-r(T-t) since; caplet + 3.5e^-r(T-t) = floorlet + r(t)? Also, I am unable to verify the put call parity via calculations using the values at the nodes, will appreciate some help.
