Looking for A-Z index plugin as Joomla does

Hi all,

I'm looking for a plugin which displays an A-Z index on categories and sub-categories pages. The result will display first categories beginning with the letter selected, then display post beginning with the letter selected.

I know that this feature exists in Joomla, see this page for example :

http://www.gruter-et-marchand.com/index.php/analyse-de-gaz/oxygene/atmospheres-modifiees-alimentaires-et-pharmaceutiques/alphaindex/m

Is there a way to do this out the box with a WordPress plugin ?

Best regards,
Frank