fundManageR (version 0.5.0110)

calculate_cash_flow_waterfall: Calculate a cash flow waterfall for a given set of dates, cash flows and promote structure

Description

Calculate a cash flow waterfall for a given set of dates, cash flows and promote structure

Usage

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 = T, widen_promote_structure = F, bind_to_cf = F, remove_zero_cols = T, widen_waterfall = F)

Arguments

dates

A vector of dates in year-month-day format

cash_flows

A vector of cash flows

working_capital

Amount of working capital

promote_structure

Vector of promte structures

is_actual_360

Is the rate of return actual 360

widen_promote_structure

Widen the promote structure

bind_to_cf

Bind results to data frame

remove_zero_cols

remove zeroed columns

widen_waterfall

Return waterfall in wide form

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 = T, widen_promote_structure = F, bind_to_cf = F,
remove_zero_cols = T, widen_waterfall = F)