| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 1,531 of 1,531 | 0% | 79 of 79 | 0% | 53 | 53 | 171 | 171 | 13 | 13 | 2 | 2 |
| CorrelationProviderTenorBasis | | 0% | | 0% | 29 | 29 | 93 | 93 | 11 | 11 | 1 | 1 |
| TenorConverter | | 0% | | 0% | 24 | 24 | 78 | 78 | 2 | 2 | 1 | 1 |