-- SQL Server version
-- Generate a calendar table containing the months from start to end date
WITH cte_months 
AS 
( 
    SELECT cast('2009-10-01' as datetime) AS aMonth     -- parameter
    UNION ALL 
    SELECT DATEADD(mm, 1, aMonth) 
    FROM cte_months
    WHERE DATEADD(mm, 1, aMonth) < '2010-10-01'        -- parameter
) select * from cte_months

2009-10-01 00:00:00.0
2009-11-01 00:00:00.0
2009-12-01 00:00:00.0
2010-01-01 00:00:00.0
2010-02-01 00:00:00.0
2010-03-01 00:00:00.0
2010-04-01 00:00:00.0
2010-05-01 00:00:00.0
2010-06-01 00:00:00.0
2010-07-01 00:00:00.0
2010-08-01 00:00:00.0
2010-09-01 00:00:00.0

WITH cte_months (tms)
AS 
( select timestamp(date('2009-10-01'), time('00:00:00'))
     from sysibm.sysdummy1
union all
select tms + 1 month
where 
tms + 1 month < timestamp(date('2010-10-01'), time('00:00:00')) 
)
select tms from cte_months

WITH cte_months (tms)
AS 
( 
    select timestamp(date('2009-10-01'), time('00:00:00')) tms from sysibm.sysdummy1
    union all
    select tms + 1 month from cte_months
    where tms + 1 month < timestamp(date('2010-10-01'), time('00:00:00')) 
) select tms from cte_months