30/360 US (30U/360, 30US/360, 30/360SIA)

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 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
The last day of February is February 29 in leap years and February 28 in non leap years.

The 30/360 US rule is identical to 30/360 ISDA when the EOM (end-of-month) convention does not apply. This indicates whether all coupon payment dates fall on the last day of the month. If the investment is not EOM, it will always pay on the same day of the month (e.g., the 10th).

This method is used primarily for US corporate bonds. Example - BNY Mellon, 1.85% 27jan2023, USD (J).

All methods for calculating the number of days between dates can be found at Bond Calculator Guide.