Cash-flow waterfall

Source: R/waterfall_functions.R

This function performs waterfall calculations on a set of leveraged or unleveraged cash flows based upon the user's inputs

calculate_cash_flow_waterfall(
  dates = c("2015-03-11", "2015-11-20", "2016-10-15"),
  cash_flows = c(-1e+05, -2e+05, 698906.76849),
  working_capital = 0,
  promote_structure = c("20 / 12", "30 / 18"),
  distribution_frequency = NA,
  is_actual_360 = TRUE,
  widen_promote_structure = FALSE,
  bind_to_cf = FALSE,
  remove_zero_cols = TRUE,
  widen_waterfall = FALSE
)

Arguments

dates

vector of dates in year-month-day format
cash_flows

vector of cash flows
working_capital

amount of working capital
promote_structure

character vector of promote structures
distribution_frequency

frequency of distributions
is_actual_360

TRUE is the rate of return actual 360
widen_promote_structure

TRUE widen the promote structure
bind_to_cf

TRUE bind results to data frame
remove_zero_cols

TRUE remove zero-value columns
widen_waterfall

TRUE returns waterfall in wide form

Value

tibble

See also

Other calculation: calculate_cash_flow_dates(), calculate_cash_flow_waterfall_partnership(), calculate_cash_flows_returns(), calculate_days_accrued_pref(), calculate_irr_periods(), calculate_leverage_metrics(), calculate_loan_payment(), calculate_residual_valuation_cap_rates(), calculate_residual_valuation_ebitda_multiples(), calculate_share_proceeds(), calculate_valuation_post_money(), tidy_promote_structure()

Other leveraged finance calculation: calculate_cash_flow_dates(), calculate_cash_flow_waterfall_partnership(), calculate_cash_flows_returns(), calculate_irr_periods(), calculate_leverage_metrics(), calculate_loan_payment()

Other partnership calculation: calculate_cash_flow_dates(), calculate_cash_flow_waterfall_partnership(), calculate_cash_flows_returns(), calculate_days_accrued_pref(), calculate_irr_periods(), tidy_promote_structure()

Examples

calculate_cash_flow_waterfall(dates = c("2015-03-11", "2015-11-20", "2016-10-15"), cash_flows = c(-100000, -200000, 698906.76849),
working_capital = 0, promote_structure = c("20 / 12", "30 / 18"),
 distribution_frequency = NA, is_actual_360 = TRUE,
 widen_promote_structure = FALSE, bind_to_cf = FALSE,
remove_zero_cols = TRUE, widen_waterfall = FALSE)