styles_manifest: Compute the style-by-style manifest for preset scenarios

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

Compute the style-by-style manifest for preset scenarios

Description

This helper runs the four preset style scenarios ("core", "core_plus", "value_added", "opportunistic") through [run_case()] and extracts a compact set of indicators that are useful for both investors and lenders:

Usage

styles_manifest(
  styles = c("core", "core_plus", "value_added", "opportunistic")
)

Arguments

styles

Character vector of style names to include. Defaults to the four preset scenarios: c("core", "core_plus", "value_added", "opportunistic").

Details

• project IRR (all-equity),

• equity IRR (levered),

• minimum DSCR under a bullet structure,

• initial LTV at origination under a bullet structure,

• maximum forward LTV under a bullet structure,

• equity NPV.

The result is a tibble that can be reused in vignettes and automated tests to check that the presets preserve the intended risk-return and leverage-coverage hierarchies. The initial LTV is the structural leverage choice at origination. By contrast, ltv_max_fwd is a conditional stress indicator computed along the simulated business plan; for transitional or lease-up strategies it may therefore be non-monotonic across styles even when the overall risk ordering remains economically coherent.

Value

A tibble with one row per style and the columns: style, class, irr_project, irr_equity, dscr_min_bul, ltv_init, ltv_max_fwd, ops_share, tv_share, and npv_equity.

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