Why do you discount an index to time 0 if it is already at time 0?

Quote:

The S&R index, which does not pay a dividend, is currently priced at 1000. The 6 month forward price is 1015.11. A 1000-strike 6-month call on the index is priced at 63.71. Find the price of a 1000-strike 6-month put.

So we calculate r=3% by setting 1015.11=1000e^(0.5r) and solving for r. Then we plug into the put-call parity equation. The answer says Put+Index=Call+PV(Index)= Put+1000=63.71+1000e^-(.5*.03).



But since the index is currently priced at 1000, why do we have to discount it back to time 0 in the P+Index=Call+PV(Index) formula?

Why do you discount an index to time 0 if it is already at time 0?