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If you index the body of the manual (but not the commands) in the Index, but
you let the TOC carry the weight for the commands, you are, IMHO, doing the
readers a disservice by making them look in two different places for
information. This adds to the frustration factor. Don't fall for the old
cop-out that "users will figure it out."
Even if the commands are listed and described alphabetically in the book
*and* in the TOC, I would also expect them to be listed in the Index. That
also gives you, the author, the chance to add appropriate cross-references,
as other posters have mentioned. It adds value by allowing another search
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