Я нашел этот вариант с пастой и ходом:
DROP PROCEDURE IF EXISTS FillCalendar;
DROP TABLE IF EXISTS calendar;
CREATE TABLE IF NOT EXISTS calendar(calendar_date DATE NOT NULL PRIMARY KEY);
DELIMITER $$
CREATE PROCEDURE FillCalendar(start_date DATE, end_date DATE)
BEGIN
DECLARE crt_date DATE;
SET crt_date = start_date;
WHILE crt_date <= end_date DO
INSERT IGNORE INTO calendar VALUES(crt_date);
SET crt_date = ADDDATE(crt_date, INTERVAL 1 DAY);
END WHILE;
END$$
DELIMITER ;
CALL FillCalendar('2013-01-01', '2013-01-03');
CALL FillCalendar('2013-01-01', '2013-01-07');