What are different ways to express "30/360 US" Day Count Rules?

Many web sites express the 30/360 US Day Count Convention rules differently, and name it differently. But if you can prove that they are all specifying the same rules.

cbonds.com - Note that cbonds.com does not include the interest scheduled to be paid on EOM condition on the last day of February rules.

Names: 30/360 US, 30U/360, 30US/360, 30/360SIA

Rules: 
  Day count = (Y2-Y1)·360 + (M2-M1)·30 + (D2-D1)

  Convention:
  • if D1=31 then D1=30 
  • if D2=31 and D1=30 or 31 then D2=30
  • if D1 is the last day of February then D1=30
  • if D1 is the last day of February and D2 is the last day of 
    February then D2=30

opengamma.io

Names: 30/360 US, 30U/360, 30US/360, 30/360 SIA

Rules: 
  result = (360 * deltaYear + 30 * deltaMonth + deltaDay) / 360

  The deltaDay is then calculated once day-of-month adjustments have
  occurred:
  - If the schedule uses EOM convention and both dates are the last day of
    February, change the second day-of-month to 30.
  - If the schedule uses EOM convention and the first date is the last day
    of February, change the first day-of-month to 30.
  - If the second day-of-month is 31 and the first day-of-month is 30 or 31,
    change the second day-of-month to 30.
  - If the first day-of-month is 31, change the first day-of-month to 30. 

Wadim Djatschenko: The Nitty Gritty of Bond Valuation

Names: 30/360 US

Rules: 
  DIST(T1,T2) = (360*(Y2-Y1) + 30*(M2-M1) + (D2-D1)) / 360

  The adjustment rules can be summarized as:
  - D1 = 30, if (C1 and C2) or C4 
  - D2 = 30, if (C1 and C2 and C3) or (C5 and C6)

  where C1, C2, C3, C4 and C5 are logical conditions:
    C1: Interest payment schedule is at End of Month 
    C2: T1 is the last day of February 
    C3: T2 is the last day of February 
    C4: D1 = 31 
    C5: D2 = 31 
    C6: D1 = 30 or 31 

wikipedia.org

Names: 30/360 US

Rules: 
  DayCountFactor = (360*(Y2-Y1) + 30*(M2-M1) + (D2-D1)) / 360

  Date adjustment rules:
  - If the investment is EOM and (Date1 is the last day of February) and
    (Date2 is the last day of February), then change D2 to 30.
  - If the investment is EOM and (Date1 is the last day of February),
    then change D1 to 30. 
  - If D2 is 31 and D1 is 30 or 31, then change D2 to 30.
  - If D1 is 31, then change D1 to 30.

The best way to specify the 30/360 US convention rules is:

  T1 = (Y1,M1,D1)
  T2 = (Y2,M2,D2)
  Day_Count_Factor = (360*(Y2-Y1) + 30*(M2-M1) + (D2-D1)) / 360 

  where D1 and D2 are adjusted sequentially as below:
    If interest scheduled to be paid on EOM: 
      If T1 is EOM of February:
        Set D1 to 30
        If T2 is EOM of February, set D2 to 30
    If D1 = 31, set D1 = 30;
    If D2 = 31 and D1 > 29, set D2 = 30.

⇒ "30/360 US" - EOM Period Examples

⇐ What Is "30/360 US"

⇑ Day Count Convention - "30/360 US"

⇑⇑ Day Count Conventions