Using GregorianCalendar with SimpleDateFormat

SimpleDateFormat.format() method takes a Date as a parameter. You can get a Date from a Calendar by calling its getTime() method:

public static String format(GregorianCalendar calendar) {
    SimpleDateFormat fmt = new SimpleDateFormat("dd-MMM-yyyy");
    fmt.setCalendar(calendar);
    String dateFormatted = fmt.format(calendar.getTime());

    return dateFormatted;
}

Also note that the months start at 0, so you probably meant:

int month = Integer.parseInt(splitDate[1]) - 1;

Why such complications?

public static GregorianCalendar convertFromDMY(String dd_mm_yy) throws ParseException 
{
    SimpleDateFormat fmt = new SimpleDateFormat("dd-MMM-yyyy");
    Date date = fmt.parse(dd_mm_yy);
    GregorianCalendar cal = GregorianCalendar.getInstance();
    cal.setTime(date);
    return cal;
}