SDi is determined in accordance with the following formula:

𝑆𝐷_𝑖=exp(‐0.05^∗𝑆_𝑖)−exp(‐0.05^∗𝐸_𝑖)/0.05

where 𝑆_𝑖 and 𝐸_𝑖 are the start and end dates, respectively, of the time period referenced by the interest rate or credit derivative, floored by ten business days.