Forward Rates interest, equation, currency, referring, different

former

Can someone explain why interest rate parity in the economics book (CFAI) is different from the interest rate parity equation in the forwards reading? (both referring to currency)

Economics says:

F = S*[(1+Rfgn)/(1+Rdom)]

Derivatives (Currency Forwards) says:

F = S*[(1+Rdom)/(1+Rfgn)]

WTF am I missing?