| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 159 of 577 | 72% | 21 of 46 | 54% | 24 | 58 | 20 | 103 | 8 | 35 | 0 | 5 |
| YieldCurve.java | | 53% | | 38% | 14 | 24 | 12 | 35 | 6 | 15 | 0 | 1 |
| AffineDividendStream.java | | 83% | | 65% | 8 | 21 | 7 | 41 | 1 | 8 | 0 | 1 |
| AffineDividend.java | | 72% | n/a | 1 | 5 | 1 | 9 | 1 | 5 | 0 | 1 | |
| FlatYieldCurve.java | | 91% | | 50% | 1 | 4 | 0 | 10 | 0 | 3 | 0 | 1 |
| VolatilityPoint.java | | 100% | n/a | 0 | 4 | 0 | 8 | 0 | 4 | 0 | 1 |