Day Count Convention Lookup

Q

If you are looking for a specific Day Cont Convention, you can use this online tool by entering a related keyword.


Query

✍: FYIcenter.com

A

Search result provided by FYIcenter.com:

Day Count Convention: 30E/360

Aliases: 30E/360, Eurobond Basis, 30/360 ICMA, 30/360 ISMA, 30S/360, Special German, 30/360 European, 30S/360 Special German, EBD/360, Eurobond, D30E/360 Eurobond

Usage: Bonds issued by some European governments

Rules:

T1 = (Y1,M1,D1): Starting date (inclusive)  
T2 = (Y2,M2,D2): Ending date (exclusive)

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

DiR(Y1,M1,D1,Y2,M2,D2) = 360×(Y2-Y1) + 30×(M2-M1) + (D2-D1)
  where D1 and D2 are adjusted as below:
    If D1 = 31, set D1 = 30;
    If D2 = 31, set D2 = 30.

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

For more details, see our 30E/360 Tutorials.

References:

  • ISDA, 2006 ISDA Definitions, referred as: 30E/360, Eurobond Basis
  • Wikipedia, Day count convention, referred as: 30E/360, 30/360 ICMA, 30/360 ISMA, 30S/360, Eurobond basis, Special German
  • OpenGamma, Day Counts, referred as: 30E/360, 30/360 ISMA, 30/360 European, 30S/360 Special German, EBD/360, Eurobond
  • Cbonds, Bond Calculator - Day Count Conventions, referred as: 30E/360, Eurobond Basis, 30/360 Eurobond, 30/360 ISMA, 30/360 European, 30S/360 Special German
  • Cbonds, (Day count) Basis, referred as: 30E/360
  • Treasury Systems, Day Count Conventions, referred as: D30E/360 Eurobond, 30E/360, 30/360 ISMA, 30/360 European, 30S/360 Special German, Eurobond Basis, Special German
  • Deriscope, Name - convention for couting days, referred as: 30E/360, Eurobond Basis
  • Eclipse Software, Day Count Conventions, referred as: 30E/360, 30S/360, Special German, 30/360 ICMA

 

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2026-02-14, ∼1037🔥, 0💬