Why May? What about March or April?
This may be as simple as getting the classes with Null as the end date (if there isn't one, it's still running). Unless you have hours/attendance/room data/something that relates to that class that was recorded for May, I see no way of retrieving records for just May. If that's what you want, and you have no such data for May, then you probably have a design problem. I just don't see how your posted expression could help since the dates you're trying to use don't have any relationship to May (or any other month that happens to fall between them), plus as you've indicated, there's no end date anyway for a class that's still being conducted.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.