The Real Conchita Closson was of Cuban Ancestry not Brazilian

Interesting detail: the real Conchita Closson was Consuelo Iznaga, the daughter of a very wealthy and aristocratic Cuban plantation owner with property in Louisiana and Cuba, and his American wife, Ellen Clemens. I believe that Marian Fowler mentions this in her book, "In a Gilded Cage."

I guess that Edith Wharton who was Consuelo's friend, changed Conchita's nationality to slightly disguise the character's real identity.