How does "30E/360" convention works on an Accrual Range that crosses one or more Accrual Period boundaries?

When an Accrual Range crosses one or more Accrual Period boundaries, there is no need to split it into multiple parts, since the Day Count Factor is additive.

Here is an example of Swedish government bond security.

ISIN:                   XS3101501776
Issuer:                 Swedish government
Interest rate:          2.0%
Interest frequency:     Annually (1 time in a year)
Day Count Convention:   30E/360
Term:                   3 Years 
  Start Date:           2025-06-26
  Maturity Date:        2028-06-26

If you bought €1,000.00 of this Swedish bond, here is how you can calculate Accrued Interest for 1.5 Accrual Periods in the date range of [T1,T2) = [2025-06-26, 2026-12-26):

T1 = 2025-06-26: Starting date (inclusive)
T2 = 2026-12-26: Ending date (exclusive) of the Accrual Range 
T3 = 2026-06-26: Ending date (exclusive) of the Accrual Period  
T4 = 2026-06-26: Ending date (exclusive) of the Accrual Year

DiR(Y1,M1,D1,Y2,M2,D2) 
  = 360×(Y2-Y1) + 30×(M2-M1) + (Minimum(D2,30)-Minimum(D1,30))
  = 360×(2026-2025) + 30×(12-6) + (26-26)
  = 540

DiY(Y1,M1,D1,Y2,M2,D2) = 360

Day_Count_Factor(Y1,M1,D1,Y2,M2,D2)
  = DiR(Y1,M1,D1,Y2,M2,D2) / DiY(Y1,M1,D1,Y2,M2,D2)
  = 540/360 
  = 1.5 

Accrued_Interest = Principal × Interest_Rate × Day_Count_Factor
  = €1,000.00 × 2.0% × 1.5 
  = €30.00

⇒ "30E/360" - Leap Years

⇐ "30E/360" - Whole Accrual Period

⇑ Day Count Convention - "30E/360"

⇑⇑ Day Count Conventions