I am constructing discount curve for tenor 1 month.
First Instrument - PLN_1M_WIBOR has Effective Date on 2015-01-29 (spot). I was wondering what Maturity Date should be? 2015-02-27 or 2015-03-02? I am using modified following convention. According to to this convention I suppose it should be 2015-02-27, but I am not sure.
Second instrument is FRA_0102 dated on today (2015-01-27), so it`s Effective Date should be 2015-02-27?