styles_growth_sensitivity: Rental-growth (indexation) sensitivity of leveraged equity...

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

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

Description

This helper perturbs the global index_rate parameter of each style preset by a given grid of additive shocks and recomputes the leveraged equity IRR.

Usage

styles_growth_sensitivity(
  styles,
  delta = c(-0.01, 0, 0.01),
  config_dir = system.file("extdata", package = "cre.dcf")
)

Arguments

styles	Character vector of style identifiers.
delta	Numeric vector of rental-growth shocks (additive) applied to the index_rate parameter of the preset.
config_dir	Directory where preset YAML files are stored.

Details

It therefore measures how dependent each style is on rental growth (via indexation and lease renewals) to reach its target equity IRR. In typical preset calibrations, core strategies tend to be less sensitive than value_added or opportunistic profiles, which rely more heavily on growth and lease-up.

Value

A tibble with columns:

• style (character),

• shock_growth (numeric, growth shock added to index_rate),

• irr_equity (numeric, leveraged equity IRR under the shock).

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