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.

O impacto da utilização de design patterns nas métricas e estimativas de projetos de software: a utilização de padrões tem alguma influência nas estimativas?

VALENTIM, R. A. M. ; SOUZA NETO, Plácido Antônio de. O impacto da utilização de design patterns nas métricas e estimativas de projetos de software: a utilização de padrões tem alguma influência nas estimativas?. Revista da FARN, Natal, v. 4, p. 63-74, 2006

A relação gramatical objeto direto : implicações para o ensino de língua materna

This paper attempts to investigate the discourse manifestations of the grammatical relation direct object with respect to the syntactic, semantic and pragmatic properties that underlie this element. The research adopts theoretical orientation of the functionalism from North American and Brazilian schools inspired in Givón (1995, 2001), Hopper and Thompson (1980), Chafe (1979), Furtado da Cunha, Oliveira, Martelotta (2003) inter alia. From functionalism, the research uses principles of iconicity, markedness and informativity and it analize categories of transitivity, grounding and animacy. This research is anchored in prototype model (TAYLOR 1995); construction grammar model (GOLDBERG 1996, 2002). Both theoretical orientations share the view that language is a malleable living organism subject to socio-cultural context. Grammar is then the result of created, maintained, and systematized linguistic patterns developed from and used for language use. According to a functional linguistics and cognitivist linguistics verbs are stored in the speakers lexicon in syntactic-semantic frames which are more frequent. These frames carry information concerning obligatory and optional arguments and the semantic roles these arguments take in the clause. The analysis focuses on the semantic type of the verbs and its relationship with the argument encoded as a direct object observing the aspectual nature of verbs. Direct objects are classified according to their morphology (lexical or pronominal noun phrase), semantic role, informational content and animacy. This study discusses pedagogical implications with relation to how the grammatical concepts touched on this paper are treated in school textbooks. The empirical data come from Corpus Discurso & Gramática: a língua falada e escrita na cidade do Natal (FURTADO DA CUNHA, 1998). This corpus is composed of texts that contain spoken and written modalities. These modalities are in turn organized according to different types: personal narratives, retold narrative, description of preferred place, procedural place, procedural description and report on argumentation. The sample data totals 40 texts produced by four language consultants of the last graduation date. The paper shows that the same syntactic structures (formed through Subject-Verb-Object) correspond to different semantic-pragmatic structures in relation to specific communicative purposes even verb is an event, process or state. The argument structure are not aleatory but are related to experience; that is the way humans conceptualize the world and talk about it

Uma proposta de framework como infra-estrutura de implementação de sistemas informacionais baseados na visão dos FRBR orientado a objetos

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Um framework de agentes de recomendação para sistemas Web

The World Wide Web has been consolidated over the last years as a standard platform to provide software systems in the Internet. Nowadays, a great variety of user applications are available on the Web, varying from corporate applications to the banking domain, or from electronic commerce to the governmental domain. Given the quantity of information available and the quantity of users dealing with their services, many Web systems have sought to present recommendations of use as part of their functionalities, in order to let the users to have a better usage of the services available, based on their profile, history navigation and system use. In this context, this dissertation proposes the development of an agent-based framework that offers recommendations for users of Web systems. It involves the conception, design and implementation of an object-oriented framework. The framework agents can be plugged or unplugged in a non-invasive way in existing Web applications using aspect-oriented techniques. The framework is evaluated through its instantiation to three different Web systems

Reqsys-MDD: uma ferramenta para mapeamento entre modelos de features e requisitos em linhas de produto de software

The approach Software Product Line (SPL) has become very promising these days, since it allows the production of customized systems on large scale through product families. For the modeling of these families the Features Model is being widely used, however, it is a model that has low level of detail and not may be sufficient to guide the development team of LPS. Thus, it is recommended add the Features Model to other models representing the system from other perspectives. The goals model PL-AOVgraph can assume this role complementary to the Features Model, since it has a to context oriented language of LPS's, which allows the requirements modeling in detail and identification of crosscutting concerns that may arise as result of variability. In order to insert PL-AOVgraph in development of LPS's, this paper proposes a bi-directional mapping between PL-AOVgraph and Features Model, which will be automated by tool ReqSys-MDD. This tool uses the approach of Model-Driven Development (MDD), which allows the construction of systems from high level models through successive transformations. This enables the integration of ReqSys-MDD with other tools MDD that use their output models as input to other transformations. So it is possible keep consistency among the models involved, avoiding loss of informations on transitions between stages of development

PUPSI :uma proposta de processo unificado para políticas de segurança da informação

The way to deal with information assets means nowadays the main factor not only for the success but also for keeping the companies in the global world. The number of information security incidents has grown for the last years. The establishment of information security policies that search to keep the security requirements of assets in the desired degrees is the major priority for the companies. This dissertation suggests a unified process for elaboration, maintenance and development of information security policies, the Processo Unificado para Políticas de Segurança da Informação - PUPSI. The elaboration of this proposal started with the construction of a structure of knowledge based on documents and official rules, published in the last two decades, about security policies and information security. It's a model based on the examined documents which defines the needed security policies to be established in the organization, its work flow and identifies the sequence of hierarchy among them. It's also made a model of the entities participating in the process. Being the problem treated by the model so complex, which involves all security policies that the company must have. PUPSI has an interative and developing approach. This approach was obtained from the instantiation of the RUP - Rational Unified Process model. RUP is a platform for software development object oriented, of Rational Software (IBM group). Which uses the best practice known by the market. PUPSI got from RUP a structure of process that offers functionality, diffusion capacity and comprehension, performance and agility for the process adjustment, offering yet capacity of adjustment to technological and structural charges of the market and the company

Métricas de sistemas de middleware orientado a aspectos e Aplicação em um sistema de monitoramento de Poços de Petróleo

Nowadays, there are many aspect-oriented middleware implementations that take advantage of the modularity provided by the aspect oriented paradigm. Although the works always present an assessment of the middleware according to some quality attribute, there is not a specific set of metrics to assess them in a comprehensive way, following various quality attributes. This work aims to propose a suite of metrics for the assessment of aspect-oriented middleware systems at different development stages: design, refactoring, implementation and runtime. The work presents the metrics and how they are applied at each development stage. The suite is composed of metrics associated to static properties (modularity, maintainability, reusability, exibility, complexity, stability, and size) and dynamic properties (performance and memory consumption). Such metrics are based on existing assessment approaches of object-oriented and aspect-oriented systems. The proposed metrics are used in the context of OiL (Orb in Lua), a middleware based on CORBA and implemented in Lua, and AO-OiL, the refactoring of OIL that follows a reference architecture for aspect-oriented middleware systems. The case study performed in OiL and AO-OiL is a system for monitoring of oil wells. This work also presents the CoMeTA-Lua tool to automate the collection of coupling and size metrics in Lua source code

A CASE tool for the modeling of methods and information systems

MODSI is a multi-models tool for information systems modeling. A modeling process in MODSI can be driven according to three different approaches: informal, semi-formal and formal. The MODSI tool is therefore based on the linked usage of these three modeling approaches. It can be employed at two different levels: the meta-modeling of a method and the modeling of an information system.In this paper we start presenting different types of modeling by making an analysis of their particular features. Then, we introduce the meta-model defined in our tool, as well as the tool functional architecture. Finally, we describe and illustrate the various usage levels of this tool.

A STORM* environment for building multimedia presentations

This paper describes an environment for constructing multimedia applications which are used to present different multimedia database objects in accordance with spatiotemporal constraints and from different sources. The main contribution of this paper is to propose an environment which integrates both a modelling case tool and an object-oriented database system.

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.

Use of a semantically grained database system for distribution and control within design environments

This paper presents a technique to share the data stored in an object-oriented database aimed at designing environments. This technique shares data between two related databases, called the Original and Product databases, and is composed of three processes: data separation, evolution and integration. Whenever a block of data needs to be shared, it is spread into both databases, resulting in a block on the original database, and another into the Product database, with special links between them controlled by the Object Manager. These blocks do not need to be maintained identical during the evolution phase of the sharing process. Six types of links were defined, and by choosing one, the designer control the evolution and reintegration of the block in both databases. This process uses the composite object concept as the unit of control. The presented concepts can be applied to any data model with support to composite objects.

Utilizing the CORBA platform in the construction of a highly immersive virtual environment

This article presents the implementation of a distributed system of virtual reality, through the integration of services offered by the CORBA platform (Common Object Request Broker Architecture) and by the environment of development of 3D graphic applications in real time, the WorldToolkit, of Sense8. The developed application for the validation of this integration is that of a virtual city, with an emphasis on its traffic ways, vehicles (movable objects) and buildings (immovable objects). In this virtual world, several users can interact, each one controlling his/her own car. Since the modelling of the application took into consideration the criteria and principles of the Transport Engineering, the aim is to use it in the planning, project and construction of traffic ways for vehicles. The system was structured according to the approach client/server utilizing multicast communication among the participating nodes. The chosen implementation for the CORBA was the Iona's ORBIX software. The performance results obtained are presented and discussed in the end.

NCAP embedded using structured programming

This paper presents a network node embedded based on IEEE 1451 standard developed using structured programming to access the transducers in the WTIM. The NCAP was developed using Nios II processor and uClinux, a embedded operating system developed to features restricted hardware. Both hardware and software have dynamics features and they can be configured based in the application features. Based in this features, the NCAP was developed using the minimum components of hardware and software to that being implemented in remote environment like central point of data request. Many NCAP works are implemented with an object oriented structure. This is different from the surrounding implementations. In this project the NCAP was developed using structured programming. The tests of the NCAP were made using a ZigBee interface between NCAP and WTIM and the system demonstrated in areas of difficult access for long period of time due to need for low power consumption. © 2012 IEEE.