| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 234 of 234 | 0% | 20 of 20 | 0% | 19 | 19 | 40 | 40 | 9 | 9 |
| getValues(FiniteDifferenceInterestRateModel) | | 0% | | 0% | 4 | 4 | 9 | 9 | 1 | 1 |
| getForwardSwapRate(double, Schedule, Schedule, String, FiniteDifferenceInterestRateModel, double[]) | | 0% | | 0% | 4 | 4 | 8 | 8 | 1 | 1 |
| getValue(double, FiniteDifferenceInterestRateModel) | | 0% | | 0% | 3 | 3 | 8 | 8 | 1 | 1 |
| Swap(SwapLeg, SwapLeg) | | 0% | | 0% | 3 | 3 | 8 | 8 | 1 | 1 |
| Swap(Schedule, String, double[], double[], Schedule, String, double[], double[], boolean) | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| getValueAt(double, double, FiniteDifferenceInterestRateModel) | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| toString() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getLegReceiver() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getLegPayer() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |