Name Change/Not married yet

My fiancé and I are waiting a couple years to get married (been together 7 years) because buying a new home and having a baby is more important to us (financially speaking). I have a child from a previous relationship (she has my last name but my fiancé is her dad- bio father has never been in the picture) we are having a baby in October, this baby will have my fiancé's last name. We are a family regardless if we are married yet, so I'm wondering if it's possible to change my daughters last name and mine before we get married. Maybe even before October. I know it's a process but I'm willing to go through it so we all have the same last name. Is this possible?