Pricing forward swap

Hey guys,

Could anybody help me figure out how to derive the price of a swap that would start in the future?
In the CFA we price vanilla IRS by deriving the swap fixed rate (SFR) such as:

SFR = (1 - last DF) / (sum of DFs) * Number of reset period in a year
where DF = 1 / (1 + libor * days/360)

What would I need to modify in order for this same swap to actually start in lets say 2 years?

Thanks a lot,