The only way I know of to have this functionality would be to write a program using either the Java or the .NET SDK that will run on a schedule - either as a Program in BOBJ or through the Windows Scheduler - to calculate the current month’s folder name and schedule the report.
SAP is pushing the RESTful Web Service SDK for this type of work because it will work with any programming language that can make HTTP calls. However, there are some limits to the ability to set parameters when scheduling through REST.