Discount curve extrapolation with flat spread w.r.t. existing projection curve 3d


#1

final FederalFundsFutureSecurityDefinition from = FederalFundsFutureSecurityDefinition.from(MARCH_1, INDEX_FEDFUND, NOTIONAL, PAYMENT_ACCURAL_FACTOR, “FFMar12”, NYC);

final FederalFundsFutureSecurityDefinition fromFF = FederalFundsFutureSecurityDefinition.fromFedFund(MARCH_1, INDEX_FEDFUND, NYC);

return from(monthDate, index, notionalFedFund, accrualFedFund, “FF” + monthDate.toString( DateTimeFormatter.ofPattern(“MMMyy”)), calendar);

when i build the source code ,I met one problem with the codes above. I just want to know why the time is march01 but the name after formatted is march12.

and the code line return from(monthDate, index, notionalFedFund, accrualFedFund, “FF” + monthDate.toString( DateTimeFormatter.ofPattern(“MMMyy”)), calendar) didn’t work out when the local isn’t english. if I changed it to DateTimeFormatter.ofPattern(“MMMyy”).withlocale(locale.english) ,it turns ok.
thank you for answering