| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 2,531 of 2,531 | 0% | 273 of 273 | 0% | 252 | 252 | 523 | 523 | 115 | 115 | 10 | 10 |
| Swaption | | 0% | | 0% | 80 | 80 | 176 | 176 | 27 | 27 | 1 | 1 |
| SwapLeg | | 0% | | 0% | 44 | 44 | 93 | 93 | 16 | 16 | 1 | 1 |
| Bond | | 0% | | 0% | 41 | 41 | 86 | 86 | 20 | 20 | 1 | 1 |
| Swap | | 0% | | 0% | 19 | 19 | 40 | 40 | 9 | 9 | 1 | 1 |
| OptionOnBond | | 0% | | 0% | 20 | 20 | 51 | 51 | 10 | 10 | 1 | 1 |
| Swaption.ResolvedSwaption | | 0% | | 0% | 9 | 9 | 19 | 19 | 6 | 6 | 1 | 1 |
| Bond.SinglePaymentSchedule | | 0% | | 0% | 18 | 18 | 26 | 26 | 15 | 15 | 1 | 1 |
| SwapAnnuity | | 0% | | 0% | 8 | 8 | 15 | 15 | 1 | 1 | 1 | 1 |
| Swaption.ResolvedExerciseData | | 0% | | 0% | 10 | 10 | 14 | 14 | 8 | 8 | 1 | 1 |
| FiniteDifferenceInterestRateProduct | 0% | n/a | 3 | 3 | 3 | 3 | 3 | 3 | 1 | 1 |