| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 405 of 754 | 46% | 14 of 32 | 56% | 41 | 71 | 68 | 147 | 32 | 55 | 2 | 7 |
| ModelFactory.java | | 0% | | 0% | 9 | 9 | 35 | 35 | 4 | 4 | 2 | 2 |
| HybridAssetLIBORModelMonteCarloSimulationFromModels.java | | 38% | | 50% | 25 | 32 | 26 | 45 | 22 | 29 | 0 | 1 |
| CrossCurrencyLIBORMarketModelFromModels.java | | 79% | | 87% | 7 | 18 | 7 | 34 | 6 | 14 | 0 | 1 |
| ConvexityAdjustedModel.java | | 99% | | 100% | 0 | 6 | 0 | 21 | 0 | 2 | 0 | 1 |
| RiskFactorForwardRate.java | | 100% | n/a | 0 | 4 | 0 | 8 | 0 | 4 | 0 | 1 | |
| RiskFactorFX.java | | 100% | n/a | 0 | 2 | 0 | 4 | 0 | 2 | 0 | 1 |