Displaying a GANTT on a report should be a OOTB facility in a Project Management application, but sadly it is not.
I also have mixed views about showing the GANTT, as there are so many variables that need to be considered (eg should it be at the lowest level, what time scale, should the chart start at the current date or the project start, should the gantt show the baseline (which one), are a couple of examples).
As a compromise to the above, I have used a modified version of the OOTB Project Roadmap, to show key milestones, including those that are late. This way a sponsor can quickly see what is coming up on a project without going into the thousands of lines which make up a gantt.
You may also look at the OOTB report Project Schedule, which shows 'bars' for individual tasks.
There are JasperSoft OOTB 'basic elements' which also produce gantts, in particular, Chart - Gantt which you can look at. CA are also in the process of rolling out JasperSoft V7.1 which you may want to look at to see if additional options are available, but just consider my views above. I previously tried the Chart - Gantt, and unless you get the scaling/limit data/etc, the chart produced is a horrible 'blob' which will provide no information to the sponsor/stakeholders (who I assume the report is for).