| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 954 of 2,266 | 57% | 93 of 184 | 49% | 113 | 175 | 173 | 437 | 48 | 83 | 5 | 13 |
| SwapLeg.java | | 63% | | 68% | 23 | 39 | 25 | 89 | 11 | 17 | 0 | 1 |
| Portfolio.java | | 0% | n/a | 9 | 9 | 28 | 28 | 9 | 9 | 2 | 2 | |
| MarketForwardRateAgreement.java | | 0% | | 0% | 9 | 9 | 22 | 22 | 2 | 2 | 1 | 1 |
| Forward.java | | 0% | | 0% | 9 | 9 | 21 | 21 | 2 | 2 | 1 | 1 |
| Cap.java | | 79% | | 58% | 20 | 36 | 21 | 103 | 5 | 11 | 0 | 1 |
| ForwardRateAgreement.java | | 60% | | 31% | 12 | 15 | 11 | 35 | 1 | 4 | 0 | 1 |
| Deposit.java | | 65% | | 62% | 12 | 17 | 14 | 43 | 6 | 9 | 0 | 1 |
| Swap.java | | 78% | | 58% | 8 | 19 | 10 | 46 | 5 | 13 | 0 | 1 |
| Performance.java | | 0% | n/a | 3 | 3 | 9 | 9 | 3 | 3 | 1 | 1 | |
| SwapAnnuity.java | | 74% | | 75% | 4 | 10 | 8 | 23 | 3 | 8 | 0 | 1 |
| Cashflow.java | | 78% | | 62% | 3 | 6 | 2 | 14 | 0 | 2 | 0 | 1 |
| AbstractAnalyticProduct.java | | 38% | n/a | 1 | 3 | 2 | 4 | 1 | 3 | 0 | 1 |