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XOR swap algorithm
Known as:
XOR swap
, Xor swap algorithm/Visual basic code
, Xor swap algorithm/C code
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In computer programming, the XOR swap is an algorithm that uses the XOR bitwise operation to swap values of distinct variables having the same data…
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Related topics
Related topics
12 relations
Algorithm
Aliasing (computing)
Bitwise operation
Computer programming
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2014
2014
Regulating Fairness: The Dodd-Frank Act's Fair Dealing Requirement for Swap Dealers and Major Swap Participants
Gregory Scopino
2014
Corpus ID: 159652729
In the years leading up to the financial crisis of 2008, investment banks used tactics that were misleading and unfair in…
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2014
2014
Measuring the information content of customer foreign exchange orders
S. Rosov
,
F. Foster
2014
Corpus ID: 16907238
This paper investigates whether customer order flow conveys information about future foreign exchange (FX) prices. We use a…
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2014
2014
1 MARKET SEGMENTATION AND DEFAULT RISK : THE CDS AND LOAN CDS MARKETS
L. Kryzanowski
,
Stylianos Perrakis
,
Rui Zhong
2014
Corpus ID: 55347605
We identify significantly positive pricing-parity deviations from a simulated portfolio that participates in opposite legs of the…
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2013
2013
Modeling the time-series evolution of the credit default swap indices
K. F. Chan
,
Alastair Marsden
2013
Corpus ID: 166386779
This study investigates the time series dynamics of credit default swap indices (“CDX”) using an affine jump-diffusion model. We…
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2011
2011
Swapped Disincentives: Will Clearinghouses Mitigate the Unintended Effects of the Bankruptcy Code's Swap Exemptions?
T. Sullivan
2011
Corpus ID: 67776087
Review
2010
Review
2010
Realized Volatility Options
Roger Lee
2010
Corpus ID: 17356552
We survey four approaches to pricing options on quadratic variation (“realized variance”) and on its square root (“realized…
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2009
2009
Volatility as an Asset Class for Long-Term Investors
M. Brière
,
Alexander Burgues
,
O. Signori
2009
Corpus ID: 28453457
This work shows how long-term investors can benefit from adding volatility as an asset class to their portfolio. Two types of…
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2008
2008
Applications of hidden Markov models in financial modelling
Christina Erlwein
2008
Corpus ID: 152506716
Various models driven by a hidden Markov chain in discrete or continuous time are developed to capture the stylised features of…
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2007
2007
Selected Swap References
C. BrownKeith
,
J. SmithDonald
2007
Corpus ID: 154246207
2002
2002
Roles of regional currency in bond markets in East Asia
E. Ogawa
,
Junko Shimizu
2002
Corpus ID: 166540118
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