| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 1,289 of 1,544 | 16% | 93 of 110 | 15% | 106 | 120 | 242 | 295 | 56 | 65 | 10 | 13 |
| Deposit.java | | 0% | | 0% | 16 | 16 | 42 | 42 | 9 | 9 | 1 | 1 |
| ForwardRateAgreement.java | | 0% | | 0% | 15 | 15 | 35 | 35 | 4 | 4 | 1 | 1 |
| Swap.java | | 25% | | 0% | 11 | 15 | 30 | 43 | 7 | 11 | 0 | 1 |
| Portfolio.java | | 0% | n/a | 11 | 11 | 33 | 33 | 11 | 11 | 3 | 3 | |
| MarketForwardRateAgreement.java | | 0% | | 0% | 9 | 9 | 22 | 22 | 2 | 2 | 1 | 1 |
| SwapAnnuity.java | | 0% | | 0% | 10 | 10 | 23 | 23 | 8 | 8 | 1 | 1 |
| Forward.java | | 0% | | 0% | 9 | 9 | 21 | 21 | 2 | 2 | 1 | 1 |
| Cashflow.java | | 0% | | 0% | 6 | 6 | 14 | 14 | 2 | 2 | 1 | 1 |
| SwapLeg.java | | 73% | | 65% | 14 | 23 | 10 | 49 | 6 | 10 | 0 | 1 |
| Performance.java | | 0% | n/a | 3 | 3 | 9 | 9 | 3 | 3 | 1 | 1 | |
| AbstractAnalyticProduct.java | | 14% | n/a | 2 | 3 | 3 | 4 | 2 | 3 | 0 | 1 |