| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 15 of 257 | 94% | 2 of 22 | 90% | 3 | 18 | 2 | 47 | 1 | 7 |
| clone() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getFactorLoading(double, double, double, TimeDiscretization, RandomVariable[], TermStructureModel) | | 97% | | 87% | 2 | 9 | 1 | 23 | 0 | 1 |
| getCloneWithModifiedParameters(double[]) | | 100% | | 100% | 0 | 2 | 0 | 7 | 0 | 1 |
| getParameter() | | 100% | | 100% | 0 | 2 | 0 | 8 | 0 | 1 |
| getScaledTenorTime(double, double) | | 100% | | 100% | 0 | 2 | 0 | 3 | 0 | 1 |
| TermStructCovarianceModelFromLIBORCovarianceModelParametric(TermStructureTenorTimeScaling, AbstractLIBORCovarianceModelParametric) | | 100% | n/a | 0 | 1 | 0 | 4 | 0 | 1 | |
| getNumberOfFactors() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |