Accrued day should be zero on coupon dates. This is true for all day count conventions. However, I found that Bloomberg returns 1 accrued day on coupon dates only for NL/365 day count.
- ID Number:EK6400528
- Financial instrument global: BBG007NPRMY8
- Name: ZHENGZHOU MOUZHONG DEVEL
- Effective: 12/11/2014
- Maturity: 12/11/2021
- Frequency: Annual
So, for example, on the coupon date 12/11/2018 Bloomberg returns accrued days as 1.