Why would you rotate the axis?
Just align the missile's velocity vector with the ship's direction vector. Maybe the Thor.Vectors (http://www.bromeon.ch/libraries/thor/v2.0/doc/group___vectors.html) module can help you, it contains many utility functions, e.g. to rotate, project or multiply vectors.
With Thor, you can get the direction from a rotation angle as follows (2 possibilities):
sf::Vector2f direction = thor::PolarVector2f(length, angle);
sf::Vector2f direction = thor::rotatedVector(sf::Vector2f(length, 0), angle);
Given a direction vector from a ship, the missile's velocity is then just a scaled version of it:
const float missileSpeed = ...;
sf::Vector2f shipDirection = ...;
sf::Vector2f missileVelocity = missileSpeed * thor::unitVector(shipDirection);
Of course, you can also do this in one step if you store rather a rotation angle than a direction vector in the ship.