| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 9 of 21 | 57% | 0 of 0 | n/a | 2 | 4 | 2 | 7 | 2 | 4 |
| getParameterAsDouble() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getTimeDiscretization() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| LIBORCorrelationModel(TimeDiscretization, TimeDiscretization) | | 100% | n/a | 0 | 1 | 0 | 4 | 0 | 1 | |
| getLiborPeriodDiscretization() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |