| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 220 of 450 | 51% | 8 of 20 | 60% | 9 | 19 | 43 | 79 | 5 | 9 |
| getCloneWithModifiedData(Map) | | 0% | | 0% | 2 | 2 | 17 | 17 | 1 | 1 |
| clone() | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| getParameter() | | 0% | | 0% | 2 | 2 | 7 | 7 | 1 | 1 |
| getCloneWithModifiedParameter(RandomVariable[]) | | 0% | | 0% | 2 | 2 | 7 | 7 | 1 | 1 |
| getCorrelation(int, int, int) | | 0% | | 0% | 2 | 2 | 5 | 5 | 1 | 1 |
| initialize(int, double, double, double) | | 100% | | 100% | 0 | 6 | 0 | 22 | 0 | 1 |
| getFactorLoading(int, int, int) | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
| LIBORCorrelationModelThreeParameterExponentialDecay(TimeDiscretization, TimeDiscretization, int, double, double, double, boolean) | | 100% | n/a | 0 | 1 | 0 | 8 | 0 | 1 | |
| getNumberOfFactors() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |