You can use the DATEPARSE() in case the value is a string:
DATEPARSE("MMM-YY","JAN-98") - will return a date value.
If you are showing it in view you can format the date.
If this is not as you require. share your sample workbook.
Be careful to use lowercase for yy:
Uppercase YY returns wrong result as seen below and in attached workbook.
Please notice that JAN-30 returns year 2030 whereas JAN-31 returns 1931.
Attached Workbook Version: 8.2
Thank you, it worked. is there any link to explain more about the format option for DATEPARSE function in tableau
Thanks for correcting and highlighting the significance of case sensitivity, Johan.