Well, you can alwasy use pandora's box:
CREATE FUNCTION my_date(arg INT)
RETURNS DATE DETERMINISTIC NO EXTERNAL ACTION CONTAINS SQL
RETURN <pestandcholera>

Would be fun to see the plan If all goes well: *poof* Out comes a constant.

Cheers
Serge

*grmbl* Don't complain if it's slow....

DROP FUNCTION date_begin;
CREATE FUNCTION date_begin(arg VARCHAR(7))
DETERMINISTIC NO EXTERNAL ACTION CONTAINS SQL
RETURNS DATE
RETURN DATE(SUBSTR(arg, 1, 3) || '01/' || SUBSTR(arg, 4, 4));

DROP FUNCTION date_end;
CREATE FUNCTION date_end(arg VARCHAR(7))
DETERMINISTIC NO EXTERNAL ACTION CONTAINS SQL
RETURNS DATE
RETURN DATE(SUBSTR(arg, 1, 3) || '01/' || SUBSTR(arg, 4, 4)) + 1 MONTH
-1 DAY;

DROP TABLE T;
CREATE TABLE T (dt DATE);
INSERT INTO T VALUES
('10/01/2000'),
('09/30/2001'),
('08/15/2002'),
('07/12/2001');

SELECT * FROM T WHERE dt BETWEEN date_begin('09/2000') AND
date_end('08/2002');

Original Statement:
------------------
SELECT *
FROM T
WHERE dt BETWEEN date_begin('09/2000') AND date_end('08/2002')

Optimized Statement:
-------------------
SELECT Q1.DT AS "DT"
FROM SRIELAU.T AS Q1
WHERE (Q1.DT <= -(+(DATE(('08/' || '01/' || '2002')), 1, 2), 1, 3)) AND
        (DATE(('09/' || '01/' || '2000')) <= Q1.DT)

Access Plan:
-----------
    Total Cost:         12.875
    Query Degree:        1

      Rows
     RETURN
     (   1)
      Cost
       I/O
       |
       0.4
     TBSCAN
     (   2)
     12.875
        1
       |
        4
 TABLE: SRIELAU
        T

Give this puppy an index on DT and it will fly with a start-stop key

Cheers
Serge