Build the dataset inside a sequence or loop using the values as each year will contain 12 months.
So for Apr-2005 to today, it will be 4 full years + 2 partial ones.
Alternatively you can create a server job to prepare the list of values into a seqential file and call that prior to your current job.
Need help in building the logic
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Basically the approach that Sainath suggested, plus you can use the MONTH.LAST transform to generate the date of the last day of a month. You can do that in a User Variables activity or directly in the expression the provides the value to the job parameter.
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Any contribution to this forum is my own opinion and does not necessarily reflect any position that IBM may hold.