| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 71 of 263 | 73% | 9 of 26 | 65% | 14 | 23 | 10 | 49 | 6 | 10 |
| getValue(double, AnalyticModel) | | 79% | | 66% | 7 | 13 | 4 | 30 | 0 | 1 |
| toString() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getSchedule() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getForwardCurveName() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getSpread() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getDiscountCurveName() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| isNotionalExchanged() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| SwapLeg(Schedule, String, double, String, String, boolean) | | 93% | | 50% | 1 | 2 | 0 | 9 | 0 | 1 |
| SwapLeg(Schedule, String, double, String, boolean) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 | |
| SwapLeg(Schedule, String, double, String) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 |