list all months between two dates

CREATE Function UDF_GetMonthRange(@FromDate date,@ToDate date)  

RETURNS table  

RETURN  

(  

SELECT  DATEADD(MONTH, x.number, @FromDate) AS Months    

FROM    master.dbo.spt_values x    

WHERE   x.type = 'P'            

AND     x.number <= DATEDIFF(MONTH, @FromDate, @ToDate)    

)  

Example:

DECLARE @FromDate date

DECLARE @ToDate date

SET @FromDate='2019-01-01'

SET @ToDate= '2020-07-15'

select * from dbo.UDF_GetMonthRange(@FromDate,@ToDate)

output: