We demonstrate four wave mixing (FWM) based wavelength conversion of 40 Gbaud differential phase shift keyed (DPSK) and quadrature phase shift keyed (QPSK) signals in a 2.5 cm long silicon germanium waveguide. For a 290 mW pump power, bit error ratio (BER) measurements show approximately a 2-dB power penalty in both cases of DPSK (measured at a BER of 10-9) and QPSK (at a BER of 10-3) signals that we examined.