Glossary
30E/360 (Eurobond Basis, 30/360 Eurobond, 30/360 ISMA, 30/360 European, 30S/360 Special German)
Category —
Day Count Conventions
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
Example - Bausparkasse der oesterreichischen Sparkassen, 1.65% 8apr2022.
All methods for calculating the number of days between dates can be found at Bond Calculator Guide.
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
Example - Bausparkasse der oesterreichischen Sparkassen, 1.65% 8apr2022.
All methods for calculating the number of days between dates can be found at Bond Calculator Guide.
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