| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 150 of 150 | 0% | 14 of 14 | 0% | 10 | 10 | 24 | 24 | 3 | 3 |
| getFactorLoading(double, double, double, TimeDiscretization, RandomVariable[], TermStructureModel) | | 0% | | 0% | 8 | 8 | 20 | 20 | 1 | 1 |
| TermStructCovarianceModelFromLIBORCovarianceModel(AbstractLIBORCovarianceModelParametric) | | 0% | n/a | 1 | 1 | 3 | 3 | 1 | 1 | |
| getNumberOfFactors() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |