Stoch_simul - solving around the non-stochastic steady state

Is there a way to make stoch_simul solve the model around a point that is not the non-stochastic steady state?

Some asset pricing models are very sensitive to the approximation point, and it is desirable to approximate the first-order conditions around the stochastic (risky) steady state. Is it possible to allow stoch_simul to solve the model around an arbitrary approximation point?

Thank you.