| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 69 of 124 | 44% | 5 of 10 | 50% | 9 | 13 | 14 | 24 | 6 | 8 |
| getCloneWithModifiedData(Map) | | 0% | | 0% | 3 | 3 | 9 | 9 | 1 | 1 |
| clone() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getCloneWithModifiedParameters(double[]) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getParameterAsDouble() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getFactorLoadingPseudoInverse(int, int, int, RandomVariable[]) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getBaseCovarianceModel() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getFactorLoading(int, int, RandomVariable[]) | | 100% | | 83% | 1 | 4 | 0 | 6 | 0 | 1 |
| HullWhiteLocalVolatilityModel(AbstractLIBORCovarianceModelParametric, double) | | 100% | n/a | 0 | 1 | 0 | 4 | 0 | 1 |