| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 92 of 92 | 0% | 6 of 6 | 0% | 9 | 9 | 19 | 19 | 6 | 6 |
| applyEventCondition(double, double[], FiniteDifferenceInterestRateModel) | | 0% | | 0% | 4 | 4 | 12 | 12 | 1 | 1 |
| Swaption.ResolvedSwaption(Swaption, Swaption.ResolvedExerciseData) | | 0% | n/a | 1 | 1 | 3 | 3 | 1 | 1 | |
| getValue(double, FiniteDifferenceInterestRateModel) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getValues(FiniteDifferenceInterestRateModel) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getEventTimes() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getOriginalSwaption() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |