One can try to look at the scenarios across the tranches, and see which tranches have cash flows that behave like bonds, equities, and warrants, and apply appropriate discount rates like 6 %, 20 %, and 40 % respectively. (alephblog.com)
a. ECS = 1.65 to 3.2 C b. Emissions rates, e.g. RCP4.5, 6, 8.5 c. Damage function =??? (This is the most critical of all, but I don't understand the input parameters or how how to vary them to give justifiable range of impacts) d. Appropriate discount rates, e.g. = 3 %, 5 %, 7 %, 10 % (i.e., up to what has been widely used by aid agencies for investment decisions for infrastructure projects over the past half century or so — e.g. 10 % and 12 % by World Bank for energy projects). (judithcurry.com)
Yes, if you have a stream of future expected cash flows and need to estimate a fair price, interest rates should inform your choice of an appropriate discount rate. (hussmanfunds.com)