Is it legal to underpromote a pawn to opponent's pieces? For example, in the below position, promoting White's pawn to a Black knight will be a win.

[FEN "r7/kPR5/8/K7/8/8/8/8 w - - 0 1"]
[Title "Underpromotion"]
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    In your above diagram, either if White plays bxa8 or b8, he can substitute the pawn only with white bishop, white knight, white rook or a white queen. He can not replace the pawn with black piece. Oct 30 '14 at 15:23

No, it is not.

FIDE Laws of chess, clause 3.7e:

When a pawn reaches the rank furthest from its starting position it must be exchanged as part of the same move on the same square for a new queen, rook, bishop or knight of the same colour.

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