Are you sure it's just not called something else there?
From Wiki:
The cayenne pepper—also known as the Guinea spice, Cow Horn Pepper, aleva or bird pepper[1] or, especially in its powdered form, red pepper—is a hot, red chili pepper used to flavor dishes and for medicinal purposes. Named for the city of Cayenne in French Guiana, it is a cultivar of Capsicum annuum related to bell peppers, jalapeños, and others. The Capsicum genus is in the nightshade family (Solanaceae).