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 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.

Version: 0.0.3
Depends: R (≥ 4.1)
Imports: checkmate, dplyr, magrittr, purrr, stats, tibble, utils, yaml
Suggests: ggplot2, knitr, readr, rmarkdown, scales, testthat (≥ 3.0.0), tidyr
Published: 2026-01-12
DOI: 10.32614/CRAN.package.cre.dcf (may not be active yet)
Author: Kevin Poisson [aut, cre]
Maintainer: Kevin Poisson <kevin.poisson at parisgeo.cnrs.fr>
License: MIT + file LICENSE
NeedsCompilation: no
Language: en
CRAN checks: cre.dcf results

Documentation:

Reference manual: cre.dcf.html , cre.dcf.pdf
Vignettes: Glossary of CRE finance and DCF terms (source, R code)
Credit structures: bullet vs amortization (source, R code)
Getting started: invariants on the run_case() object (source, R code)
Investment styles panorama: API-only comparison (source, R code)
Leases and effective rent: income chain (source, R code)
Reproducibility: identical inputs, identical outputs (source, R code)
Sensitivity skeleton: discount rate and exit yield (source, R code)
Étude de cas : note d’investissement buy-side (source, R code)
YAML validation: required keys and types (source, R code)

Downloads:

Package source: cre.dcf_0.0.3.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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