| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 39 of 129 | 69% | 5 of 10 | 50% | 3 | 8 | 10 | 27 | 0 | 3 |
| getProductFromDescriptor(ProductDescriptor) | | 27% | | 16% | 3 | 4 | 10 | 14 | 0 | 1 |
| constructLiborIndex(String, Schedule) | | 100% | | 100% | 0 | 3 | 0 | 10 | 0 | 1 |
| InterestRateMonteCarloProductFactory(LocalDate) | | 100% | n/a | 0 | 1 | 0 | 3 | 0 | 1 |