Thanks Rick.

We can create a calculated member such as Yesterday and Last Month like this:

with member [Transaction Date].[Date].[Yesterday] as

members("[Transaction Date].[Date].&[" + Format(DateAdd("d",-1,now()),"yyyy-MM-dd") + "]")

select [Transaction Date].[Date].[Yesterday] on rows,

[Measures].[Amount] on columns

from [Cube];

with member [Transaction Date].[Month].[Last Month] as

members("[Transaction Date].[Month].&[" + Format(DateAdd("m",-1,now()),"MMMM yyyy") + "]")

select [Transaction Date].[Month].[Last Month] on rows,

[Measures].[Amount] on columns

from [Cube];