Package: cre.dcf 0.0.5

cre.dcf: Discounted Cash Flow Tools for Commercial Real Estate

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 service coverage ratios (DSCR), debt yield ratios, and forward loan-to-value ratios (LTV), and expose an explicit property-level operating chain from gross effective income (GEI) to net operating income (NOI) and property before-tax cash flow (PBTCF). The toolkit supports end-to-end scenario execution from a YAML (YAML Ain't Markup Language) configuration file parsed with 'yaml', includes helpers for effective rent, constrained loan underwriting, and simplified SPV-level tax simulations, and ships reproducible vignettes for methodological and applied use cases.

Authors:Kevin Poisson [aut, cre]

cre.dcf_0.0.5.tar.gz
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manual.pdf |manual.html✨
card.svg |card.png
cre.dcf/json (API)
NEWS

# Install 'cre.dcf' in R:
install.packages('cre.dcf', repos = c('https://kpoigeo.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.48 score 500 downloads 69 exports 19 dependencies

Last updated from:59f88a16b0. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK143
source / vignettesOK193
linux-release-x86_64OK134
macos-release-arm64OK194
macos-oldrel-arm64OK143
windows-develOK103
windows-releaseOK95
windows-oldrelOK106
wasm-releaseOK116

Exports:add_credit_ratiosanalyze_dealas_rateas_yamlasset_snapshotbuild_lease_tablecf_compute_leveredcf_make_full_tablecfg_explaincfg_missingcfg_normalizecfg_validatecompare_financing_scenarioscompute_equity_investcompute_leveraged_metricscompute_noi_y1compute_unleveraged_metricsdcf_add_noi_columnsdcf_calculatedcf_read_configdcf_spec_templatedcf_write_yaml_templatedeal_cashflowsdeal_specdeal_to_configdebt_built_scheduledebt_termsdepreciation_specderive_exit_yieldequity_multiple_safeflag_covenantsforward_value_from_noiget_cfgguard_rateinit_debt_feesinterest_ruleirr_partitionirr_safelease_effective_rentlease_eventlease_rolllease_roll_snapshotlease_unitleases_tbl_structurationloss_rulenpv_rateprice_from_capproject_terminal_noirenewal_eventrun_caserun_from_configselect_terminal_noisimulate_shockstyles_breach_countsstyles_break_even_exit_yieldstyles_distressed_exitstyles_equity_cashflowsstyles_exit_sensitivitystyles_growth_sensitivitystyles_manifeststyles_pv_splitstyles_revalue_yield_plus_growthsweep_sensitivitiestax_basis_spvtax_run_spvtax_spec_spvtest_refiunderwrite_loanvacancy_event

Dependencies:backportscheckmateclidplyrgenericsgluelifecyclemagrittrpillarpkgconfigpurrrR6rlangtibbletidyselectutf8vctrswithryaml

Analyst Cheat Sheet

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Before-tax by design: scope, portability, and future tax extensions

Package cre.dcf

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Case study: buy-side investment memo

Package cre.dcf

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Credit structures: bullet vs amortization (baseline comparison)

Package cre.dcf

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French investment illustration: stylized SPV tax impact

Package cre.dcf

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From lease roll to DCF

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Getting started: checking a run_case() object

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Glossary of CRE finance and DCF terms

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Investment styles panorama: API-only comparison

Package cre.dcf

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Leases and effective rent: verifying the internal coherence of the income chain

Package cre.dcf

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Methodological foundations: DCF, effective rent, and underwriting in CRE

Package cre.dcf

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Reproducibility: identical inputs, identical outputs

Package cre.dcf

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Sensitivity skeleton: discount rate and exit yield

Package cre.dcf

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Start in 5 lines

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YAML validation: required keys and types

Package cre.dcf

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Readme and manuals

Help Manual

Help pageTopics
Add credit ratios for debt service, interest cover, debt yield, and forward loan-to-valueadd_credit_ratios
Analyze a simplified CRE dealanalyze_deal
Rate conversion (decimal vs bps)as_rate
Serialize a validated configuration list to YAMLas_yaml
Summarize a simplified asset in one rowasset_snapshot
Stylised rent table (lease cash-flow)build_lease_table
Equity cash flows and metrics in the presence of debtcf_compute_levered
Assemble the full cash-flow table (discounted cash flow and debt)cf_make_full_table
Explain effective parameters after normalizationcfg_explain
Report missing or inconsistent fields in a config listcfg_missing
Normalize YAML into Discounted Cash Flow (DCF) and debt parameterscfg_normalize
Validate YAML configuration structurecfg_validate
Compare three financing structures on a common Discounted Cash Flow (DCF) basecompare_financing_scenarios
Compute equity invested at t0 (acquisition costs already included in acq_price)compute_equity_invest
Levered summary (equity cash flows and equity metrics)compute_leveraged_metrics
Quick computation of year-1 NOIcompute_noi_y1
Unlevered summary (project metrics)compute_unleveraged_metrics
Glossary of CRE finance and modelling termscre_glossary
Explicitly standardise GEI and NOI columns in a Discounted Cash Flow (DCF) cash-flow tabledcf_add_noi_columns
Unlevered discounted cash flow model for a commercial real estate assetdcf_calculate
Read a configuration YAMLdcf_read_config
Minimal specification template for a Discounted Cash Flow (DCF) casedcf_spec_template
Write a commented YAML template for users to editdcf_write_yaml_template
Extract standard cash-flow tables from a deal resultdeal_cashflows
Define a simplified CRE deal specificationdeal_spec
Convert a simplified deal into an engine configurationdeal_to_config
Debt schedule for bullet and amortising loansdebt_built_schedule
Define simple debt terms for a CRE dealdebt_terms
Build a depreciation specification for a generic SPV tax enginedepreciation_spec
Derive an exit yield from an entry yield and a spread (bps)derive_exit_yield
Covenant flags after computing credit ratiosflag_covenants
Forward value from next-period NOIforward_value_from_noi
Safe access to nested YAML valuesget_cfg
Guardrail on an input rate (message if scale likely incorrect)guard_rate
Initial debt fees (arrangement fee)init_debt_fees
Build an interest-deductibility rule for the generic SPV tax engineinterest_rule
IRR decomposition between operations and resaleirr_partition
Robust internal rate of return (adaptive bracketing)irr_safe
Lease effective rent from a stream of lease cash flowslease_effective_rent
Define a lease event for the simplified lease-roll APIlease_event
Group lease units into a simplified lease rolllease_roll
Summarize a lease roll in analyst-friendly tabular formlease_roll_snapshot
Define one lease unit for the simplified lease-roll APIlease_unit
Aggregate lease events into annual vectors aligned on base_year..base_year+horizon-1leases_tbl_structuration
Build a loss-carryforward rule for the generic SPV tax engineloss_rule
Net present value at constant ratenpv_rate
Acquisition price from an entry capitalization rateprice_from_cap
Project the NOI capitalized in the terminal value one year forwardproject_terminal_noi
Define a renewal or reletting eventrenewal_event
Run a full DCF case from a list or a YAML filerun_case
Canonical pipeline from a YAML filerun_from_config
Robust selection of terminal NOI for resale valuationselect_terminal_noi
Apply scenario shocks to a set of Discounted Cash Flow (DCF) assumptionssimulate_shock
Count covenant breaches by style under the bullet-debt scenariostyles_breach_counts
Break-even exit yield for a target leveraged equity IRR, by stylestyles_break_even_exit_yield
Distressed exit summary across CRE investment stylesstyles_distressed_exit
Extract leveraged equity cash flows by stylestyles_equity_cashflows
Exit-yield sensitivity of leveraged equity IRR by stylestyles_exit_sensitivity
Rental-growth (indexation) sensitivity of leveraged equity IRR by stylestyles_growth_sensitivity
Compute the style-by-style manifest for preset scenariosstyles_manifest
Present-value split between income and resale by stylestyles_pv_split
Re-evaluate styles under a yield-plus-growth discounting rulestyles_revalue_yield_plus_growth
Sensitivity grid (rate / exit yield) and monotonicity of ratiossweep_sensitivities
Extract a tax basis from a pre-tax casetax_basis_spv
Run a generic SPV-level tax enginetax_run_spv
Build a generic SPV tax specificationtax_spec_spv
Test the feasibility of a refinancing at year Ttest_refi
Constrained underwriting for a commercial mortgageunderwrite_loan
Define an explicit vacancy eventvacancy_event