What is the definition of your fiscal year? When does it start?
You could probably use Yearstart() or Yearname() functions or similar date functions to assign the fiscal year to your date, add a field to your calendar table:
Year(Yearstart(Date, 0, 4)) as FiscalYear,
Yearname(Date, 0, 4) as FiscalYear,
With a different formatting (2011-2012) then before (2011).
In both examples, I used April (first_month_of_year=4) as start of the fiscal year.
Hope this helps,