| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 5 of 115 | 95% | 1 of 8 | 87% | 1 | 12 | 1 | 26 | 0 | 8 |
| getCovariance(double, int, int, RandomVariable[]) | | 73% | | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
| getCovariance(int, int, int, RandomVariable[]) | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
| getFactorLoading(double, double, RandomVariable[]) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
| getFactorLoading(double, int, RandomVariable[]) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
| AbstractLIBORCovarianceModel(TimeDiscretization, TimeDiscretization, int) | | 100% | n/a | 0 | 1 | 0 | 5 | 0 | 1 | |
| getTimeDiscretization() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| getLiborPeriodDiscretization() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| getNumberOfFactors() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |