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Day Count Convention: 30E/360 ISDA

Aliases: 30E/360 ISDA, Eurobond basis, German, 30E/360 German, 30/360 ISDA, 30/360 German

Usage: German corporate bonds

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 T1 is End of Month, set D1 = 30;
    If T2 is End of Month, 
      except End of February and the Maturity Date, set D2 = 30.

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

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

References:

• ISDA, 2006 ISDA Definitions, referred as: 30E/360 ISDA
• Wikipedia, Day count convention, referred as: 30E/360 ISDA, Eurobond basis (ISDA 2000), German
• OpenGamma, Day Counts, referred as: 30E/360 ISDA, 30E/360 German, German
• Cbonds, Bond Calculator - Day Count Conventions, referred as: 30/360 German, 30E/360 ISDA
• ISO 20022, Method of Interest Computation Indicator, referred as: 30E/360, Eurobond basis
• Treasury Systems, Day Count Conventions, referred as: D30E/360 ISDA, 30/360E ISDA, German Master
• Deriscope, Name - convention for couting days, referred as: 30/360 ISDA, 30E/360 ISDA, 30/360 German
• Eclipse Software, Day Count Conventions, referred as: 330E/360 ISDA, 30E/360, Eurobond basis, German

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