Code

Key Code of function Change Dates in IRSrefers to a text that specifies the two periods that shift the reference date (or dates) implied by the entry Shift Reference in order to reach the final start and maturity dates of the returned swap.
It must have the format PERIOD₁PERIOD₂, where PERIOD₁, PERIOD₂ are text tokens representing time intervals optionally including conventions, each of which must be formatted as described in Single Period.
For example, 6m3y or 6m{US}3y{US} or 6m{US|MF}3y{US|F}.
Blanks and case ignored.
If any of the two periods carries no conventions, then the conventions of the caller swap will be assumed

For example, consider the case where the caller swap starts at T₀, ends at T and the entry in Shift Reference is Swap Style
Then the text 6m3y implies a swap that starts at T'₀ = 6 months after T₀ and ends at T' = 3 years after its start date T'₀, with the exact dates following the conventions of the caller swap.
But the text 6m{DE}3y{GB|MF} implies a swap that starts at T'₀ = 6 months after T₀ according to the German calendar and the (default) F date bump convention and ends at T' = 3 years after its start date T'₀, according to the UK calendar and the MF date bump convention.

Exceptionally, if a non trivial settlement period is defined in Start Settle, the swap start date T'₀ will be further shifted by that period.