  The effects of hydrostatic pressure on the static magnetism in
Eu(Fe$_{0.925}$Co$_{0.075}$)$_{2}$As$_{2}$ are investigated by complementary
electrical resistivity, ac magnetic susceptibility and single-crystal neutron
diffraction measurements. A specific pressure-temperature phase diagram of
Eu(Fe$_{0.925}$Co$_{0.075}$)$_{2}$As$_{2}$ is established. The structural phase
transition, as well as the spin-density-wave order of Fe sublattice, is
suppressed gradually with increasing pressure and disappears completely above
2.0 GPa. In contrast, the magnetic order of Eu sublattice persists over the
whole investigated pressure range up to 14 GPa, yet displaying a non-monotonic
variation with pressure. With the increase of the hydrostatic pressure, the
magnetic state of Eu evolves from the canted antiferromagnetic structure in the
ground state, via a pure ferromagnetic structure under the intermediate
pressure, finally to a possible "novel" antiferromagnetic structure under the
high pressure. The strong ferromagnetism of Eu coexists with the
pressure-induced superconductivity around 2 GPa. The change of the magnetic
state of Eu in Eu(Fe$_{0.925}$Co$_{0.075}$)$_{2}$As$_{2}$ upon the application
of hydrostatic pressure probably arises from the modification of the indirect
Ruderman-Kittel-Kasuya-Yosida (RKKY) interaction between the Eu$^{2+}$ moments
tuned by external pressure.
