Up to now, I have been unable to find a clear explanation on the calculation of the forward delivery date for 1M. I understand that when the spot delivery date is e.g. 14-Jan, then the 1M delivery date equals 14-Feb, given that it is a working day and not a holiday, otherwise move forward.
But what is the result for when the spot delivery date is 31-Jan as there is no 31-Feb? Where does it map to?
Many thanks for the explanation.