Glossary

30E/360

Other names: Bond Basis, 30-360 U.S. Municipal 30/360 Eurobond, 30/360 ISMA, 30/360 European, 30S/360 Special German, Eurobond Basis

Start date: M1/D1/Y1
End date: M2/D2/Y2

Day count = (Y2-Y1)*360+(M2-M1)*30+(D2-D1)

Convention:
• if D1=31, then D1=30
• if D2=31, then D2=30


All methods of calculating the number of days between dates you can find in Bond Calculator Guide.
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