Another approach can be used in situations where there is a limited number of possible choices. If you were selecting specific starting and ending dates (ie. February 1, 2014 to December 31, 2014), there are thousands of possible combinations. But when selecting fiscal years, there is a limited number of possibilities: 2014, 2015, 2016 etc.
In that situation, you could simply create a filter for each year, specify the year directly in the filter and name it that way. You could create filters for the next 10 fiscal years in a couple of minutes.