> MeteoMediaForecastTransform.class.getResourceAsStream("/xsl/my.xsl")));

The value is a URI. If you want it to be interpreted as an absolute URI, 
it must include a URI Scheme. Since you want to write to the filesystem, 
use the file: scheme... and if this is a Microsoft operating sytem, 
probably a drive letter as well:

        "file:///C:/xsl/my.xsl"

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