| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 2,241 of 2,241 | 0% | 183 of 183 | 0% | 144 | 144 | 382 | 382 | 49 | 49 | 5 | 5 |
| CapletVolBootstrapping.java | | 0% | | 0% | 57 | 57 | 196 | 196 | 8 | 8 | 1 | 1 |
| CapletVolatilitySurface.java | | 0% | | 0% | 33 | 33 | 85 | 85 | 11 | 11 | 1 | 1 |
| CapVolMarketData.java | | 0% | | 0% | 34 | 34 | 55 | 55 | 27 | 27 | 1 | 1 |
| CapShiftedVol.java | | 0% | | 0% | 19 | 19 | 43 | 43 | 2 | 2 | 1 | 1 |
| CapTenorStructure.java | | 0% | n/a | 1 | 1 | 3 | 3 | 1 | 1 | 1 | 1 |