[Quantlib-dev] [Quantlib-users] Brazilian instruments

[Joseph W. <jo...@co...>]

Any code you might have can be posted either on the quantlib-dev mail 
list if it is short, or else uploaded to wiki.quantlib.org.  
Enhancements and additions are deeply appreciated.  Also, you probably 
should work against the latest CVS version if you are doing any major 
development.

I'd be very interested to know in a general sense what you need to do to 
make it work for the Brazilian market, since I'm interested in the 
mainland Chinese market, and I suspect that there are some general 
issues for QF in emerging markets.

The recent economic history of Brazil (i.e. the Real plan and the URV) 
is quite fascinating.  The method that Brazil used to kill 
hyperinflation seems somewhat similar to what was used to kill 
hyperinflation in 1950's China after the Civil War.  (Basically you get 
people to start using an alternate currency is pegged to stable values.) 

Are any of the issues involved in local markets the result of the Real plan?