cre.dcf0.0.3 package

Discounted Cash Flow Tools for Commercial Real Estate

add_credit_ratios

Add credit ratios for debt service, interest cover, debt yield, and fo...

as_rate

Rate conversion (decimal vs bps)

as_yaml

Serialize a validated configuration list to YAML

build_lease_table

Stylised rent table (lease cash-flow)

cf_compute_levered

Equity cash flows and metrics in the presence of debt

cf_make_full_table

Assemble the full cash-flow table (discounted cash flow and debt)

cfg_explain

Explain effective parameters after normalization

cfg_missing

Report missing or inconsistent fields in a config list

cfg_normalize

Normalize YAML into canonical Discounted Cash Flow (DCF)/debt paramete...

cfg_validate

Validate YAML configuration structure

compare_financing_scenarios

Compare three financing structures on a common Discounted Cash Flow (D...

compute_equity_invest

Compute equity invested at t0 (acquisition costs already included in a...

compute_leveraged_metrics

Levered summary (equity cash flows and equity metrics)

compute_noi_y1

Quick computation of year-1 NOI

compute_unleveraged_metrics

Unlevered summary (project metrics)

dcf_add_noi_columns

Explicitly standardise GEI and NOI columns in a Discounted Cash Flow (...

dcf_calculate

Unlevered discounted cash flow model for a commercial real estate asse...

dcf_read_config

Read a configuration YAML

dcf_spec_template

Minimal specification template for a Discounted Cash Flow (DCF) case

dcf_write_yaml_template

Write a commented YAML template for users to edit

debt_built_schedule

Debt schedule for bullet and amortising loans

derive_exit_yield

Derive an exit yield from an entry yield and a spread (bps)

discount_factor

Discount factor

equity_multiple_safe

Safely compute the equity multiple for an equity cash-flow series

flag_covenants

Covenant flags after computing credit ratios

forward_value_from_noi

Forward value from next-period NOI

get_cfg

Safe access to nested YAML values

guard_rate

Guardrail on an input rate (message if scale likely incorrect)

init_debt_fees

Initial debt fees (arrangement fee)

irr_partition

IRR decomposition between operations and resale

irr_safe

Robust internal rate of return (adaptive bracketing)

leases_tbl_structuration

Aggregate lease events into annual vectors aligned on base_year..base_...

load_style_preset

Load a canonical style preset from YAML

npv_rate

Net present value at constant rate

or-or

Or-or helper

price_from_cap

Acquisition price from an entry capitalization rate

rnd

Monetary rounding to 2 decimals

run_case

Run a full DCF case from a list or a YAML file

run_from_config

Canonical pipeline from a YAML file

select_terminal_noi

Robust selection of terminal NOI for resale valuation

simulate_shock

Apply scenario shocks to a set of Discounted Cash Flow (DCF) assumptio...

style_bullet_ratios

Extract bullet credit-ratio path for a style preset

styles_breach_counts

Count covenant breaches by style under the bullet-debt scenario

styles_break_even_exit_yield

Break-even exit yield for a target leveraged equity IRR, by style

styles_distressed_exit

Distressed exit diagnostic across CRE investment styles

styles_equity_cashflows

Extract leveraged equity cash flows by style

styles_exit_sensitivity

Exit-yield sensitivity of leveraged equity IRR by style

styles_growth_sensitivity

Rental-growth (indexation) sensitivity of leveraged equity IRR by styl...

styles_manifest

Compute the style-by-style manifest for canonical presets

styles_pv_split

Present-value split between income and resale by style

styles_revalue_yield_plus_growth

Re-evaluate styles under a yield-plus-growth discounting rule

summarize_case

Summarise a financing scenario from ratios and metrics

sweep_sensitivities

Sensitivity grid (rate / exit yield) and monotonicity of ratios

test_refi

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.

  • Maintainer: Kevin Poisson
  • License: MIT + file LICENSE
  • Last published: 2026-01-12