Discounted Cash Flow Tools for Commercial Real Estate
Add credit ratios for debt service, interest cover, debt yield, and fo...
Rate conversion (decimal vs bps)
Serialize a validated configuration list to YAML
Stylised rent table (lease cash-flow)
Equity cash flows and metrics in the presence of debt
Assemble the full cash-flow table (discounted cash flow and debt)
Explain effective parameters after normalization
Report missing or inconsistent fields in a config list
Normalize YAML into canonical Discounted Cash Flow (DCF)/debt paramete...
Validate YAML configuration structure
Compare three financing structures on a common Discounted Cash Flow (D...
Compute equity invested at t0 (acquisition costs already included in a...
Levered summary (equity cash flows and equity metrics)
Quick computation of year-1 NOI
Unlevered summary (project metrics)
Explicitly standardise GEI and NOI columns in a Discounted Cash Flow (...
Unlevered discounted cash flow model for a commercial real estate asse...
Read a configuration YAML
Minimal specification template for a Discounted Cash Flow (DCF) case
Write a commented YAML template for users to edit
Debt schedule for bullet and amortising loans
Derive an exit yield from an entry yield and a spread (bps)
Discount factor
Safely compute the equity multiple for an equity cash-flow series
Covenant flags after computing credit ratios
Forward value from next-period NOI
Safe access to nested YAML values
Guardrail on an input rate (message if scale likely incorrect)
Initial debt fees (arrangement fee)
IRR decomposition between operations and resale
Robust internal rate of return (adaptive bracketing)
Aggregate lease events into annual vectors aligned on base_year..base_...
Load a canonical style preset from YAML
Net present value at constant rate
Or-or helper
Acquisition price from an entry capitalization rate
Monetary rounding to 2 decimals
Run a full DCF case from a list or a YAML file
Canonical pipeline from a YAML file
Robust selection of terminal NOI for resale valuation
Apply scenario shocks to a set of Discounted Cash Flow (DCF) assumptio...
Extract bullet credit-ratio path for a style preset
Count covenant breaches by style under the bullet-debt scenario
Break-even exit yield for a target leveraged equity IRR, by style
Distressed exit diagnostic across CRE investment styles
Extract leveraged equity cash flows by style
Exit-yield sensitivity of leveraged equity IRR by style
Rental-growth (indexation) sensitivity of leveraged equity IRR by styl...
Compute the style-by-style manifest for canonical presets
Present-value split between income and resale by style
Re-evaluate styles under a yield-plus-growth discounting rule
Summarise a financing scenario from ratios and metrics
Sensitivity grid (rate / exit yield) and monotonicity of ratios
Test the feasibility of a refinancing at year T (interest-only diagnos...
Provides 'R' utilities to build unlevered and levered discounted cash flow (DCF) tables for commercial real estate (CRE) assets. Functions generate bullet and amortising debt schedules, compute credit metrics such as debt coverage ratios (DCR), debt service coverage ratios (DSCR), interest coverage ratios, debt yield ratios, and forward loan-to-value ratios (LTV) based on net operating income (NOI). The toolkit evaluates refinancing feasibility under alternative market scenarios and supports end-to-end scenario execution from a YAML (YAML Ain't Markup Language) configuration file parsed with 'yaml'. Includes helpers for sensitivity analysis, covenant diagnostics, and reproducible vignettes.