Hello Vincent,
With SAP Single Sign-On product we offer SAML 2.0 Identity Provider. You can use this Identity Provider as a reverse proxy and to achieve the scenario you would like to implement.
More details you can find in this article:Competitive Advantages of SAP Identity Provider
and also in the SAP Help here: Identity Provider for SAP NetWeaver Single Sign-On and SAP NetWeaver Identity Management - SAP Library
Best regards,
Donka Dimitrova