| 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.java | | 0% | | 0% | 99 | 99 | 209 | 209 | 41 | 41 | 3 | 3 |
| Bond.java | | 0% | | 0% | 59 | 59 | 112 | 112 | 35 | 35 | 2 | 2 |
| SwapLeg.java | | 0% | | 0% | 44 | 44 | 93 | 93 | 16 | 16 | 1 | 1 |
| Swap.java | | 0% | | 0% | 19 | 19 | 40 | 40 | 9 | 9 | 1 | 1 |
| OptionOnBond.java | | 0% | | 0% | 20 | 20 | 51 | 51 | 10 | 10 | 1 | 1 |
| SwapAnnuity.java | | 0% | | 0% | 8 | 8 | 15 | 15 | 1 | 1 | 1 | 1 |
| FiniteDifferenceInterestRateProduct.java | 0% | n/a | 3 | 3 | 3 | 3 | 3 | 3 | 1 | 1 |