One option is to convert your integer value to an actual date (see MAKEDATE or DATEPARSE functions) then use that as a filter showing the current month by default. A relative date filter is what I mean.
Thanks for your reply and apologies for not getting back to you sooner.
I've looked this up and whilst it seems plausible i am still a bit confused about how would i go about creating the date out of a value which only has single values representing the months.
It would also need to be this type of calculation (Financial year onwards):
1 = April
2 = May
I assume you also have a year field? This is needed for makedate and dateparse. If not then you would have to manually create one to represent the year of the data. It's easiet just to use 1 as the day part of makedate, putting all dates to the first of the month.
Once you have managed this and have a date it's possible to set the financial year Fiscal Dates
If 1 is the month of April in your data then you may have to use DATEADD to make Jan (calendar 1) into April (fiscal 1) - the logic around this can get tricky but it's a mathematical challenge more than Tableau.