| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 120 of 120 | 0% | 6 of 6 | 0% | 7 | 7 | 28 | 28 | 4 | 4 |
| getDiscountedIntrinsicValue(EuropeanOption, double, double) | | 0% | | 0% | 2 | 2 | 9 | 9 | 1 | 1 |
| getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct, double, double[]) | | 0% | | 0% | 2 | 2 | 8 | 8 | 1 | 1 |
| getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct, double, double[]) | | 0% | | 0% | 2 | 2 | 8 | 8 | 1 | 1 |
| EuropeanOptionBatesModelBoundary(FDMBatesModel) | | 0% | n/a | 1 | 1 | 3 | 3 | 1 | 1 |