Brazil markets have some conventions different from other countries. Some things look very different at the first sight, but are somewhat similar to other countries. A good book is cited in Trying to understand brazil derivatives market
Brazil's equivalent of the nominal swap curve is built from the exchange-traded DI (Interbabk Deposit) futures.
Brazil treasury issues fixed-coupon bonds called NTN-F (Notas do Tesouro Nacional - Série F). Some people treat their yield curve as market factors. Others prefer to treat the spreads between the DI curve and the NTN-F as market factors, so if you're long an NTN-F bond, you can attribute your mark to market changes to the swap curve and to the treasury-swap spread.
IPCA is Índice Nacional de Preços ao Consumidor Amplo - the Extended National Consumer Price Index, very similar to the CPI in the US and other countries. It is published monthly, but, like in some other countries with a history of high inflation, they also publish a daily estimate.
Brazil treasury issues inflation-linked fixed-coupon bonds called NTN-B's. They are mostly similar to TIPS in the US. A cash flow is some fixed number times the (daily) index at the time of the cash flow divided by the index at the inception of the bond.
Everyone I know just uses the yields of the NTN-B bonds as the market factors. But you could instead try to use the spreads between the nominal curve and the inflation-adjusted curve as some kind of inflation curve.
Brazil conventions for quoting bond prices (PU) are unusual, but don't worry about them, just use yields.
Brazil has other inflation indices and used to issue bonds linked to another index, but you're unlikely to encounter that.
