You can do it since OpenCV 2.4.1.

Here is a code sample from release notes:

//==== storing data ====
FileStorage fs(".xml", FileStorage::WRITE + FileStorage::MEMORY);
fs << "date" << date_string << "mymatrix" << mymatrix;
string buf = fs.releaseAndGetString();

//==== reading it back ====
FileStorage fs(buf, FileStorage::READ + FileStorage::MEMORY);
fs["date"] >> date_string;
fs["mymatrix"] >> mymatrix;