I had a similar task to accomplish, and I did not find a way to do it in Ax (well, techinically you could try Table control, but I strongly encourage you NOT to do so - you will end up swearing out aloud).
What I did is implemented a WPF user control and used this post as a template. This is a small tutorial (found in Answer #7) which shows how to implement a cell background converter in built-in WPF data grid control, to accomplish the task.
After you have it implemented you can populate your datagrid by using LINQ (if using AX 2012 R2), web services, or passing a temporary table - there are many ways to access AX data.
It may not be the ultimate solution, but it works.