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

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

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

Description

Applies additive shifts (rates and yields in decimal form) or proportional scalings (NOI, CAPEX) to a list of parameters. Preserves field names.

Usage

simulate_shock(cfg, deltas = list())

Arguments

cfg	list. Base assumptions (e.g. those passed to dcf_calculate()). Fields read if present: disc_rate, exit_yield, entry_yield, capex, index_rent, vacancy.
deltas	list. Supported keywords: d_rate (additive on disc_rate, decimal), d_exit_yield (additive on exit_yield, decimal), d_noi (multiplicative on entry_yield, i.e. on year-1 net operating income NOI_y1), d_capex (multiplicative on capex), d_index (multiplicative on index_rent), d_vacancy (multiplicative on vacancy).

Value

list cfg_choc with the same structure as cfg.

cre.dcf documentation built on April 10, 2026, 5:08 p.m.