How does "30E/360 ISDA" 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, as long as the Accrual Frequency is Monthly, Quarterly, Semiannually, or Annually and Accrual Period boundaries are not falling on End of Month in February.

Here is an example of DekaBank bond security.

ISIN:                   DE000DK0VRA2
Issuer:                 DekaBank
Interest rate:          1.35%
Interest frequency:     Annually (1 time in a year)
Day Count Convention:   30E/360 ISDA
Term:                   25 Years 
  Start Date:           2019-11-15
  Maturity Date:        2044-11-15

If you bought $1,000.00 of this DekaBank bond, here is how you can calculate Accrued Interest for 1.5 Accrual Periods in the date range of [T1,T2) = [2025-11-15, 2027-05-15):

T1 = 2025-11-15: Starting date (inclusive)
T2 = 2027-05-15: Ending date (exclusive) of the Accrual Range 
T3 = 2026-11-15: Ending date (exclusive) of the Accrual Period  
T4 = 2026-11-15: Ending date (exclusive) of the Accrual Year

DiR(Y1,M1,D1,Y2,M2,D2) = 360×(Y2-Y1) + 30×(M2-M1) + (D2-D1)
  = 360×(2027-2025) + 30×(5-11) + (15-15)
  = 540

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

Day_Count_Factor(T1,T2) = DiR(T1,T2) / DiY(T1,T2)
  = 540 / 360 
  = 1.5

Accrued_Interest = Principal × Interest_Rate × Day_Count_Factor
  = $1,000.00 × 1.35% × 1.5
  = $20.25

⇒ "30E/360 ISDA" - Leap Years

⇐ "30E/360 ISDA" - Whole Accrual Period

⇑ Day Count Convention - "30E/360 ISDA"

⇑⇑ Day Count Conventions