No there isn't.
Just as background: Packaging dependencies within a JAR file (sometimes called a fat jar or app jar) is not a native Java mechanism but is grafted on using custom ClassLoaders or start scripts packaged in the JAR.
If you create a runnable JAR file with Eclipse it uses a wrapper to run your application which can read the packaged libraries. You can see this if you open the exported JAR file and look at it's Manifest:
Manifest-Version: 1.0
Rsrc-Class-Path: ./ [removed]
Class-Path: .
Rsrc-Main-Class: com.example.Test
Main-Class: org.eclipse.jdt.internal.jarinjarloader.JarRsrcLoader
The JarRsrcLoader sits between your applications Main-Class and the Java Runtime and can then load the packaged dependencies before executing your code. In a library there is no such hook that Eclipse can hook into since the loading is done by someone using your library and you can't control the loading process.
There are mechanisms to combine JAR files into a single one by unpacking the dependencies and then repackaging them into your JAR. Look here for example: How to combine two Jar files
Note though that by repackaging a 3rd party JAR you might run into issues with signed classes or conflicting Metadata.
If you want to publish a library and/or manage dependencies properly I recommend looking into build systems like Maven (http://maven.apache.org/) or Gradle (http://www.gradle.org/). I personally much prefer Gradle.
Edit: This project seems promising: https://github.com/puniverse/capsule