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In the Attribute Editor be sure and assign a material to your curves:
That's it! You should see the curve in your render.
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Paint Effects strokes that use a Brush Type "Paint" are rendered directly as curves by RenderMan. It isn't necessary to translate to a mesh, although in some cases you may wish to do that. You can find the brush type on the brush node after drawing a stroke.
After creating a Paint Effects stroke a couple extra steps are required to set up a RenderMan material for rendering. Shading for Paint Effects brushes is not fully translated. However, a Cs (color) primitive variable is emitted for the curves, so you can make use of that in a material assigned to the stroke. PxrPrimvar > Color Input
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