Pricing the option adjust spread of Brazilian Eurobonds

This paper presents results of a pricing system to compute the option adjusted spread ("DAS") of Eurobonds issued by Brazilian firms. The system computes the "DAS" over US treasury rates taktng imo account the embedded options present on these bonds. These options can be calls ("callable bond"), puts ("putable bond") or combinations ("callable and putable bond"). The pricing model takes into account the evolution of the term structure along time, is compatible with the observable market term structure and is able to compute risk measures such as duration and convexity, and pricing and hedging of options on these bonds. Examples show the ejJects of the embedded options on the spread and risk measures as well as the ejJects on the spread due to variations on the volatility parameters ofthe short rate.

Um ambiente integrado para manipulação de tráfego multicast

In the two last decades of the past century, following the consolidation of the Internet as the world-wide computer network, applications generating more robust data flows started to appear. The increasing use of videoconferencing stimulated the creation of a new form of point-to-multipoint transmission called IP Multicast. All companies working in the area of software and the hardware development for network videoconferencing have adjusted their products as well as developed new solutionsfor the use of multicast. However the configuration of such different solutions is not easy done, moreover when changes in the operational system are also requirede. Besides, the existing free tools have limited functions, and the current comercial solutions are heavily dependent on specific platforms. Along with the maturity of IP Multicast technology and with its inclusion in all the current operational systems, the object-oriented programming languages had developed classes able to handle multicast traflic. So, with the help of Java APIs for network, data bases and hipertext, it became possible to the develop an Integrated Environment able to handle multicast traffic, which is the major objective of this work. This document describes the implementation of the above mentioned environment, which provides many functions to use and manage multicast traffic, functions which existed only in a limited way and just in few tools, normally the comercial ones. This environment is useful to different kinds of users, so that it can be used by common users, who want to join multimedia Internet sessions, as well as more advenced users such engineers and network administrators who may need to monitor and handle multicast traffic

Static converter: didactic support software

Teaching a course of special electric loads in a continuing education program to power engineers is a difficult task because they are not familiarized with switching topology circuits. Normally, in a typical program, many hours are dedicated to explain the thyristors switching sequence and to draw the converter currents and terminal voltages waveforms for different operative conditions. This work presents teaching support software in order to optimize the time spent in this task and, mainly to benefit the assimilation of the proposed subjects, studying the static converter under different non-ideal operative conditions.

Analog nonderivative optimizers

Analog networks for solving convex nonlinear unconstrained programming problems without using gradient information of the objective function are proposed. The one-dimensional net can be used as a building block in multi-dimensional networks for optimizing objective functions of several variables.

Java applets for a WWW-HTML-based course in power electronics

This paper introduces Java applet programs for a WWW (world wide web)-HTML (hypertext markup language)-based multimedia course in Power Electronics. The applet programs were developed with the purpose of providing an interactive visual simulation and analysis of idealized uncontrolled single-phase, and three-phase rectifiers. In addition, this paper discusses the development and utilization of JAVA applet programs to solve some design-oriented equations for rectifier applications. The major goal of these proposed JAVA applets was to provide more facilities for the students increase their pace in Power Electronics course, emphasizing waveforms analysis, and providing conditions for an on-line comparative analysis among different hands-on laboratory experiences, via a normal Internet TCP/IP connection. Therefore, using the proposed JAVA applets, which were embedded in a WWW-HTML-based course in Power Electronics, was observed an important improvement of the apprenticeship for the content of this course. Therefore, the course structure becomes fluid, allowing a true on-line course over the WWW, motivating students to learn its content, and apply it in some applications-oriented projects, and their home-works.

Chronological Monte Carlo-based assessment of distribution system reliability

Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose penalties, and in some cases rewards, which introduce a component of financial risk to an electric power utility due to the uncertainty associated with preserving a specific level of system reliability. In Brazil, for instance, one of the reliability indices receiving special attention by the utilities is the Maximum Continuous Interruption Duration per customer (MCID). This paper describes a chronological Monte Carlo simulation approach to evaluate probability distributions of reliability indices, including the MCID, and the corresponding penalties. In order to get the desired efficiency, modern computational techniques are used for modeling (UML -Unified Modeling Language) as well as for programming (Object- Oriented Programming). Case studies on a simple distribution network and on real Brazilian distribution systems are presented and discussed. © Copyright KTH 2006.

Desenvolvimento de um sistema dinâmico para predição de cargas elétricas por redes neurais através do paradigma de programação orientada a objeto sob a linguagem JAVA

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Educação em engenharia: estudo de metodologias pedagógicas e desenvolvimento de um software aplicado ao ensino de estabilidade de sistemas de energia elétrica

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Desenvolvimento de um objeto de aprendizagem para análise de sistemas de energia elétrica

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Implementação e teste do método da fronteira imersa para a simulação do escoamento em torno de cilindros estacionários e rotativos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Desenvolvimento de um sistema informatizado para coleta, armazenamento e processamento dos dados referentes à cesta básica do Município de Botucatu -SP

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Sistema WEB para gerenciamento de informações agrícolas

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

Desenvolvimento de um sistema de alerta de enchente aplicado aos planos de defesa civil em áreas de risco no estado do Pará utilizando Sistema de Informações Geográficas (SIG), caso: cidade de Marabá

A presente dissertação desenvolveu um Sistema de Alerta de Enchentes para a Cidade de Marabá, localizada na confluência dos rios Itacaiúnas e Tocantins, a 440 km da cidade de Belém, capital do Estado do Pará. O Sistema de Alerta de Enchentes foi desenvolvido com base no modelo hidrológico MOD-4B incorporado a um Sistema de Informações Geográficas. Esse sistema permite prever as variações do nível do Rio Tocantins ao longo do ano, de modo a acompanhar a evolução da cheia com antecedência de 4 dias, o que torna possível uma ação eficiente da defesa civil. O modelo de previsão utilizou como referência as réguas linimétricas localizadas nos rios Tocantins e Araguaia nas cidades de Carolina e Conceição do Araguaia, distantes aproximadamente 225 e 270 km, respectivamente, da cidade de Marabá. O sistema utiliza o software de geoprocessamento ArcView 3.3, que teve implementada uma interface desenvolvida através da linguagem de programação orientada a objetos Avenue, com a finalidade de rodar o aplicativo do modelo hidrológico. O uso de menus e janelas customizados do sistema possibilitou o acesso a dados espaciais e tabelas de dados relacionais e/ou banco de dados cadastral, além de módulos de análise espacial e de visualização de dados geográficos em um Sistema de Informações Geográficas (SIG), possibilitando a previsão de enchentes na forma de mapas, tabelas e relatórios com a indicação das áreas inundadas para os períodos de 4, 3, 2 e 1 dia de antecedência do evento de enchente. O Sistema permitiu identificar os imóveis e as ruas atingidos, e possibilitará através de levantamentos futuros quantificar a população afetada e os prejuízos causados pelo desastre, facilitando que a defesa civil execute planos de ação para enfrentamento eficiente antes, durante e depois da ocorrência da enchente.

Desenvolvimento de uma plataforma de software para a modelagem digital de terrenos baseada em TIN

Topographical surfaces can be represented with a good degree of accuracy by means of maps. However these are not always the best tools for the understanding of more complex reliefs. In this sense, the greatest contribution of this work is to specify and to implement the architecture of an opensource software system capable of representing TIN (Triangular Irregular Network) based digital terrain models. The system implementation follows the object oriented programming and generic paradigms enabling the integration of various opensource tools such as GDAL, OGR, OpenGL, OpenSceneGraph and Qt. Furthermore, the representation core of the system has the ability to work with multiple topological data structures from which can be extracted, in constant time, all the connectivity relations between the entities vertices, edges and faces existing in a planar triangulation what helps enormously the implementation for real time applications. This is an important capability, for example, in the use of laser survey data (Lidar, ALS, TLS), allowing for the generation of triangular mesh models in the order of millions of points.

Desenvolvimento de sistemas orientado a modelos

The Software Engineering originated with the motivation to mass produce components for increased productivity in production systems. Since its origins, numerous studies have been proposed on the subject as new features in the creation of systems, like the Object- Oriented Programming and Aspect-Oriented Programming, have been established and methodologies have been developed to control them efficiently. However, years of studies in the area were not sufficient to create a methodology for reusing software artifacts really efficient and easy enough to be widespread. Given this, the Model-Driven Development (MDD) is trying to promote it using the modeling of systems as a reference, becoming part of it and establishing a huge productivity gain. One of his approaches is called Model-Driven Software Development (MDSD), which focuses on improving the practices and systems development using Domain-Specific Languages (DSL) for this purpose. In this Final Paper, Xtext is used as a tool to prove the productivity and efficiency of this approach, and for that bibliographic studies were made on the approach and the tool, and show the methodology and a case study to demonstrate results and conclusions regarding this work