Bundesbank uses a 365-day year. Why am I not surprised?
... on the bright side, it looks like I can finesse things by moving the BUNDESOBLIGATION #13 settlement date from May 24, 2006 to May 21, 2006 at 4:06:34.52054794452 pm (try doing that with TurboTax, bwahahahahahahahaha) and not have to rewrite my bond code. Yay.
(yes, I'm still doing my 2006 taxes. bite me.)