| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 132 of 335 | 60% | 10 of 24 | 58% | 11 | 19 | 31 | 68 | 4 | 7 |
| fromFile(File) | | 0% | | 0% | 4 | 4 | 21 | 21 | 1 | 1 |
| CapletVolatilities(String, LocalDate) | | 0% | n/a | 1 | 1 | 4 | 4 | 1 | 1 | |
| add(double, double, double) | | 73% | | 50% | 1 | 2 | 3 | 12 | 0 | 1 |
| readObject(ObjectInputStream) | | 0% | n/a | 1 | 1 | 3 | 3 | 1 | 1 | |
| getValue(double, double, VolatilitySurface.QuotingConvention) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| CapletVolatilities(String, LocalDate, ForwardCurve, double[], double[], double[], VolatilitySurface.QuotingConvention, DiscountCurve) | | 91% | | 66% | 2 | 4 | 1 | 11 | 0 | 1 |
| getValue(AnalyticModel, double, double, VolatilitySurface.QuotingConvention) | | 100% | | 90% | 1 | 6 | 0 | 18 | 0 | 1 |